-34.4%
WULF vs IBKR
+2.6%
-37.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.6% | -7.2% | -5.1% |
| 7D | -20.9% | -11.1% | -9.9% | -6.8% |
| 30D | -32.7% | -19.7% | -13.0% | -8.6% |
| 3M | -44.2% | -18.0% | -26.2% | -27.4% |
| 6M | -57.1% | -13.2% | -43.9% | -48.4% |
| YTD | -12.3% | +13.4% | -25.7% | -28.7% |
| 1Y | -34.4% | +2.0% | -36.4% | -37.6% |
| All | -34.4% | +2.6% | -37.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling