+804.2%
IWM vs WULF
+488.4%
+315.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.6% | -0.8% |
| 7D | +1.4% | +21.9% | -20.5% | +0.5% |
| 30D | -2.3% | +4.6% | -6.9% | -2.6% |
| 3M | +4.0% | -30.9% | +34.9% | +5.3% |
| 6M | +17.9% | +29.9% | -12.0% | +15.8% |
| YTD | +20.2% | +55.4% | -35.2% | +16.7% |
| 1Y | +25.0% | +94.1% | -69.2% | +19.6% |
| 3Y | +66.0% | +892.2% | -826.2% | +41.7% |
| 5Y | +40.0% | -26.7% | +66.8% | +21.4% |
| 10Y | +166.9% | +94.0% | +72.9% | +118.7% |
| All | +804.2% | +488.4% | +315.7% | +604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WULF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling