+82.7%
WULF vs IAG
+427.6%
-344.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -2.6% | +12.1% | -14.7% | -4.5% |
| 3M | -34.0% | +25.5% | -59.5% | -36.8% |
| 6M | +10.0% | -7.1% | +17.1% | +10.6% |
| YTD | +45.7% | +22.9% | +22.8% | +40.5% |
| 1Y | +57.3% | +83.3% | -26.0% | +43.1% |
| 3Y | +878.9% | +808.5% | +70.4% | +603.5% |
| 5Y | -28.3% | +838.0% | -866.3% | -49.7% |
| All | +82.7% | +427.6% | -344.9% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling