-97.1%
IRE vs WOLF
-21.4%
-75.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +16.8% | +22.7% | +25.4% |
| 7D | -27.2% | +8.2% | -35.4% | -27.5% |
| 30D | -75.1% | -24.2% | -51.0% | -65.7% |
| 3M | -77.9% | -13.8% | -64.1% | -72.5% |
| 6M | -94.6% | -44.8% | -49.8% | -91.7% |
| YTD | -91.5% | +36.6% | -128.2% | -93.5% |
| 1Y | -97.8% | +27.6% | -125.4% | -98.1% |
| All | -97.1% | -21.4% | -75.7% | -97.3% |
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