+141.9%
WULF vs IBKR
+1,349.8%
-1,207.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | -2.6% | -0.2% | -2.4% | -2.5% |
| 3M | -34.0% | +3.0% | -36.9% | -34.4% |
| 6M | +10.0% | +33.9% | -23.9% | +1.8% |
| YTD | +45.7% | +42.5% | +3.2% | +33.6% |
| 1Y | +57.3% | +44.9% | +12.5% | +44.4% |
| 3Y | +878.9% | +293.0% | +585.9% | +654.5% |
| 5Y | -28.3% | +497.7% | -526.0% | -47.9% |
| 10Y | +82.7% | +1,004.4% | -921.7% | +26.2% |
| All | +141.9% | +1,349.8% | -1,207.9% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling