+557.5%
WULF vs IAG
+378.9%
+178.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | +15.6% | +1.7% | +13.9% | +15.4% |
| 30D | +5.7% | +11.4% | -5.7% | +4.7% |
| 3M | -32.3% | +33.0% | -65.3% | -34.2% |
| 6M | +23.7% | -6.0% | +29.7% | +24.0% |
| YTD | +49.1% | +24.6% | +24.5% | +46.2% |
| 1Y | +66.3% | +105.0% | -38.7% | +56.9% |
| 3Y | +851.7% | +837.9% | +13.8% | +699.8% |
| 5Y | -30.9% | +817.0% | -847.9% | -42.5% |
| 10Y | +86.9% | +425.3% | -338.4% | +54.5% |
| All | +557.5% | +378.9% | +178.6% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling