+843.9%
WULF vs IAG
+796.9%
+47.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.0% |
| 7D | -0.6% | -4.1% | +3.5% | +0.8% |
| 30D | -3.6% | +10.6% | -14.3% | -6.9% |
| 3M | -30.4% | +35.4% | -65.8% | -37.9% |
| 6M | +12.5% | -9.5% | +22.0% | +13.9% |
| YTD | +40.5% | +21.8% | +18.6% | +30.8% |
| 1Y | +53.0% | +84.1% | -31.2% | +27.4% |
| All | +843.9% | +796.9% | +47.0% | +314.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling