+15.4%
IRM vs WOLF
+39.8%
-24.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.7% | +5.7% | -1.5% |
| 7D | -1.8% | -6.2% | +4.4% | -1.4% |
| 30D | -7.8% | -16.5% | +8.7% | -6.8% |
| 3M | -7.9% | -42.0% | +34.2% | -5.6% |
| 6M | +6.3% | +51.8% | -45.5% | +1.1% |
| YTD | +38.2% | +44.6% | -6.4% | +31.2% |
| All | +15.4% | +39.8% | -24.4% | +9.6% |
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