+529.1%
WULF vs IBB
+560.8%
-31.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +7.6% | +1.4% | +6.1% | +7.1% |
| 30D | -8.6% | +10.5% | -19.1% | -11.5% |
| 3M | -37.0% | +23.6% | -60.6% | -41.1% |
| 6M | +7.4% | +22.6% | -15.2% | +1.0% |
| YTD | +43.7% | +25.7% | +18.0% | +34.3% |
| 1Y | +86.1% | +51.4% | +34.8% | +65.0% |
| 3Y | +733.8% | +64.4% | +669.5% | +641.3% |
| 5Y | -33.6% | +22.1% | -55.7% | -38.5% |
| 10Y | +76.1% | +132.5% | -56.4% | +51.7% |
| All | +529.1% | +560.8% | -31.7% | +355.3% |
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 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