+878.9%
WULF vs IBKR
+291.8%
+587.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +1.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.8% |
| 30D | -2.6% | -0.2% | -2.4% | -2.8% |
| 3M | -34.0% | +3.0% | -36.9% | -36.6% |
| 6M | +10.0% | +33.9% | -23.9% | -20.1% |
| YTD | +45.7% | +42.5% | +3.2% | +0.5% |
| 1Y | +57.3% | +44.9% | +12.5% | +6.6% |
| 3Y | +878.9% | +293.0% | +585.9% | +210.9% |
| All | +878.9% | +291.8% | +587.1% | +210.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling