+23.4%
WOLF vs IFF
+41.2%
-17.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.3% |
| 7D | +2.4% | -3.0% | +5.4% | +2.9% |
| 30D | -6.9% | -0.9% | -6.0% | -6.8% |
| 3M | -44.1% | +11.8% | -55.9% | -46.4% |
| 6M | +53.6% | +16.5% | +37.1% | +40.1% |
| YTD | +56.7% | +26.5% | +30.2% | +41.4% |
| All | +23.4% | +41.2% | -17.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling