-30.9%
WULF vs IBB
+20.0%
-50.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.8% |
| 7D | +15.6% | -3.9% | +19.5% | +22.2% |
| 30D | +5.7% | +2.7% | +3.0% | -0.4% |
| 3M | -32.3% | +21.4% | -53.6% | -51.8% |
| 6M | +23.7% | +20.1% | +3.6% | -9.8% |
| YTD | +49.1% | +21.9% | +27.2% | +5.6% |
| 1Y | +66.3% | +44.1% | +22.2% | -11.1% |
| 3Y | +851.7% | +63.4% | +788.3% | +352.6% |
| 5Y | -30.9% | +19.8% | -50.7% | -57.1% |
| All | -30.9% | +20.0% | -50.9% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling