-97.7%
IRE vs WOLF
-12.4%
-85.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.2% | -9.3% | -10.0% |
| 7D | +11.1% | +30.2% | -19.1% | -9.1% |
| 30D | -75.2% | -7.2% | -67.9% | -70.8% |
| 3M | -86.4% | -16.4% | -70.0% | -83.1% |
| 6M | -94.8% | -50.7% | -44.2% | -91.5% |
| YTD | -93.3% | +52.3% | -145.5% | -95.3% |
| 1Y | -97.5% | +35.6% | -133.1% | -98.0% |
| All | -97.7% | -12.4% | -85.3% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling