+30.7%
WOLF vs IAG
+56.5%
-25.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.8% |
| 7D | +9.8% | +4.3% | +5.5% | +7.2% |
| 30D | -12.1% | +9.8% | -21.9% | -17.4% |
| 3M | -47.9% | +28.9% | -76.8% | -55.0% |
| 6M | +74.3% | -7.6% | +81.9% | +66.4% |
| YTD | +65.9% | +22.0% | +43.9% | +54.1% |
| All | +30.7% | +56.5% | -25.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling