-24.7%
WULF vs IBKR
+495.5%
-520.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +1.7% |
| 7D | +1.4% | -1.3% | +2.7% | +2.6% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -34.0% | +3.0% | -36.9% | -36.0% |
| 6M | +10.0% | +33.9% | -23.9% | -15.9% |
| YTD | +45.7% | +42.5% | +3.2% | +7.0% |
| 1Y | +57.3% | +44.9% | +12.5% | +14.3% |
| 3Y | +878.9% | +293.0% | +585.9% | +247.3% |
| All | -24.7% | +495.5% | -520.2% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling