+944.4%
WULF vs IBB
+64.6%
+879.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.2% | +10.3% | +11.5% |
| 7D | +21.9% | -1.7% | +23.6% | +24.6% |
| 30D | +4.6% | +4.9% | -0.3% | -5.2% |
| 3M | -30.9% | +24.2% | -55.2% | -54.1% |
| 6M | +29.9% | +23.8% | +6.0% | -12.6% |
| YTD | +55.4% | +23.0% | +32.5% | +5.1% |
| 1Y | +94.1% | +46.2% | +48.0% | -6.0% |
| All | +944.4% | +64.6% | +879.9% | +380.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling