+27.7%
IVZ vs WOLF
+47.3%
-19.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.7% | -0.2% |
| 7D | +5.1% | +30.2% | -25.1% | +2.8% |
| 30D | -1.6% | -7.2% | +5.7% | -1.4% |
| 3M | -9.1% | -16.4% | +7.3% | -8.8% |
| 6M | +1.8% | -50.7% | +52.4% | +3.4% |
| YTD | +10.8% | +52.3% | -41.4% | +2.6% |
| 1Y | +19.1% | +35.6% | -16.5% | +10.9% |
| All | +27.7% | +47.3% | -19.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling