+86.1%
WULF vs IBB
+51.5%
+34.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.5% |
| 7D | +7.6% | +1.4% | +6.1% | +6.2% |
| 30D | -8.6% | +10.5% | -19.1% | -17.7% |
| 3M | -37.0% | +23.6% | -60.6% | -50.9% |
| 6M | +7.4% | +22.6% | -15.2% | -15.3% |
| YTD | +43.7% | +25.7% | +18.0% | +11.2% |
| 1Y | +86.1% | +51.4% | +34.8% | +34.7% |
| All | +86.1% | +51.5% | +34.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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