-82.0%
IRE vs WOLF
-4.5%
-77.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.9% | +8.4% | +8.9% |
| 7D | +58.9% | +9.8% | +49.1% | +49.3% |
| 30D | +17.2% | -12.1% | +29.3% | +29.5% |
| 3M | -58.6% | -47.9% | -10.7% | -37.0% |
| 6M | -23.5% | +74.3% | -97.8% | -55.7% |
| YTD | -47.4% | +65.9% | -113.3% | -68.4% |
| All | -82.0% | -4.5% | -77.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling