-97.2%
IRE vs WOLF
-13.7%
-83.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.8% | -12.3% | -10.6% |
| 7D | -15.5% | +25.3% | -40.8% | -26.4% |
| 30D | -70.4% | -14.7% | -55.7% | -63.3% |
| 3M | -81.6% | -20.5% | -61.1% | -76.3% |
| 6M | -94.7% | -43.9% | -50.7% | -92.1% |
| YTD | -91.8% | +50.0% | -141.8% | -94.2% |
| 1Y | -97.6% | +45.5% | -143.1% | -98.1% |
| All | -97.2% | -13.7% | -83.5% | -97.6% |
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