+36.5%
WOLF vs IAG
+19.6%
+16.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.4% | -7.0% |
| 7D | +4.4% | -7.7% | +12.0% | +9.4% |
| 30D | +1.0% | +1.6% | -0.6% | +0.2% |
| 3M | -21.2% | -2.4% | -18.8% | -21.2% |
| 6M | -60.3% | -7.8% | -52.5% | -59.5% |
| YTD | +42.6% | +5.0% | +37.6% | +41.8% |
| 1Y | +36.5% | +25.7% | +10.8% | +28.4% |
| All | +36.5% | +19.6% | +16.9% | +28.4% |
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