-22.1%
WULF vs IAG
+56.5%
-78.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +10.2% | -16.8% | -12.4% |
| 7D | -12.8% | +1.1% | -13.9% | -13.9% |
| 30D | -20.9% | -5.3% | -15.6% | -18.4% |
| 3M | -38.0% | +18.0% | -56.1% | -44.3% |
| 6M | -47.5% | +7.1% | -54.6% | -50.8% |
| YTD | +1.8% | +5.9% | -4.1% | -5.4% |
| 1Y | -22.1% | +59.4% | -81.4% | -50.6% |
| All | -22.1% | +56.5% | -78.6% | -50.6% |
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