+8.0%
WULF vs IBB
+29.7%
-21.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +11.0% | -0.5% | +11.5% | +11.8% |
| 30D | +9.4% | +4.6% | +4.8% | +6.9% |
| 3M | -22.6% | +6.8% | -29.4% | -27.3% |
| 6M | -45.4% | +23.1% | -68.5% | -58.0% |
| YTD | +9.8% | +26.0% | -16.2% | -17.7% |
| 1Y | +8.0% | +30.4% | -22.3% | -23.5% |
| All | +8.0% | +29.7% | -21.6% | -23.5% |
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