+82.7%
WULF vs IBN
+324.2%
-241.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | -2.6% | -1.5% | -1.1% | -2.3% |
| 3M | -34.0% | +7.9% | -41.9% | -35.3% |
| 6M | +10.0% | +8.6% | +1.4% | +7.8% |
| YTD | +45.7% | -0.6% | +46.2% | +45.8% |
| 1Y | +57.3% | -7.3% | +64.7% | +59.9% |
| 3Y | +878.9% | +26.2% | +852.7% | +824.2% |
| 5Y | -28.3% | +57.8% | -86.1% | -34.9% |
| All | +82.7% | +324.2% | -241.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling