+19.4%
IRM vs WOLF
+57.5%
-38.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.3% |
| 7D | -0.5% | +9.7% | -10.1% | -1.1% |
| 30D | -8.1% | +12.5% | -20.6% | -9.1% |
| 3M | -9.7% | -57.7% | +48.1% | -5.4% |
| 6M | +10.0% | +37.7% | -27.7% | +4.4% |
| YTD | +43.0% | +62.8% | -19.8% | +34.7% |
| All | +19.4% | +57.5% | -38.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling