+28.3%
WOLF vs IAG
+59.4%
-31.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +6.7% |
| 7D | +9.7% | -0.5% | +10.2% | +9.8% |
| 30D | +12.5% | +28.9% | -16.3% | -2.3% |
| 3M | -57.7% | +19.1% | -76.9% | -62.0% |
| 6M | +37.7% | -10.3% | +47.9% | +31.8% |
| YTD | +62.8% | +24.2% | +38.6% | +50.0% |
| All | +28.3% | +59.4% | -31.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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