-55.9%
WULF vs IBB
+39.3%
-95.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.6% |
| 7D | +11.0% | -0.5% | +11.5% | +12.1% |
| 30D | +9.4% | +4.6% | +4.8% | +3.9% |
| 3M | -22.6% | +6.8% | -29.4% | -30.8% |
| 6M | -45.4% | +23.1% | -68.5% | -61.9% |
| YTD | +9.8% | +26.0% | -16.2% | -25.9% |
| 1Y | +8.0% | +30.4% | -22.3% | -30.9% |
| 3Y | +1,149.5% | +85.4% | +1,064.1% | +384.2% |
| All | -55.9% | +39.3% | -95.3% | -77.3% |
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