+16.4%
IVV vs WOLF
+60.4%
-44.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | +0.5% | +9.8% | -9.3% | 0.0% |
| 30D | -1.0% | -12.1% | +11.2% | -0.5% |
| 3M | +3.9% | -47.9% | +51.7% | +6.2% |
| 6M | +14.5% | +74.3% | -59.8% | +8.8% |
| YTD | +12.9% | +65.9% | -53.0% | +7.2% |
| All | +16.4% | +60.4% | -44.1% | +11.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling