+53.0%
WULF vs IBB
+42.3%
+10.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.7% |
| 7D | -0.6% | -5.2% | +4.7% | +3.7% |
| 30D | -3.6% | +1.5% | -5.1% | -6.1% |
| 3M | -30.4% | +22.1% | -52.5% | -46.3% |
| 6M | +12.5% | +17.7% | -5.3% | -8.6% |
| YTD | +40.5% | +20.2% | +20.3% | +12.2% |
| 1Y | +53.0% | +44.4% | +8.5% | +13.6% |
| All | +53.0% | +42.3% | +10.7% | +13.6% |
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