+380.9%
WULF vs IBB
+562.7%
-181.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +11.0% | -0.5% | +11.5% | +11.3% |
| 30D | +9.4% | +4.6% | +4.8% | +8.4% |
| 3M | -22.6% | +6.8% | -29.4% | -24.0% |
| 6M | -45.4% | +23.1% | -68.5% | -48.7% |
| YTD | +9.8% | +26.0% | -16.2% | +2.9% |
| 1Y | +8.0% | +30.4% | -22.3% | +0.4% |
| 3Y | +1,149.5% | +85.4% | +1,064.1% | +986.3% |
| 5Y | -55.6% | +39.7% | -95.3% | -59.3% |
| 10Y | +34.7% | +127.1% | -92.4% | +16.8% |
| All | +380.9% | +562.7% | -181.8% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling