+23.4%
WOLF vs IAG
+59.8%
-36.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.7% | -6.6% |
| 7D | +2.4% | +1.7% | +0.7% | +1.3% |
| 30D | -6.9% | +11.4% | -18.3% | -13.1% |
| 3M | -44.1% | +33.0% | -77.1% | -52.5% |
| 6M | +53.6% | -6.0% | +59.6% | +45.1% |
| YTD | +56.7% | +24.6% | +32.1% | +44.0% |
| All | +23.4% | +59.8% | -36.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling