+86.1%
WULF vs IAG
+119.5%
-33.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.8% |
| 7D | +7.6% | -0.5% | +8.1% | +7.8% |
| 30D | -8.6% | +28.9% | -37.5% | -19.8% |
| 3M | -37.0% | +19.1% | -56.1% | -43.0% |
| 6M | +7.4% | -10.3% | +17.7% | +9.5% |
| YTD | +43.7% | +24.2% | +19.5% | +30.0% |
| 1Y | +86.1% | +116.5% | -30.4% | +61.4% |
| All | +86.1% | +119.5% | -33.4% | +61.4% |
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