+367.1%
WULF vs IBN
+1,463.9%
-1,096.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.9% |
| 7D | +15.6% | -5.1% | +20.7% | +16.2% |
| 30D | +5.7% | -3.5% | +9.3% | +6.1% |
| 3M | -32.3% | +11.3% | -43.6% | -33.1% |
| 6M | +23.7% | +4.4% | +19.2% | +23.2% |
| YTD | +49.1% | -1.8% | +50.9% | +49.5% |
| 1Y | +66.3% | -8.0% | +74.3% | +67.7% |
| 3Y | +851.7% | +27.1% | +824.6% | +829.3% |
| 5Y | -30.9% | +54.5% | -85.4% | -33.6% |
| 10Y | +86.9% | +314.2% | -227.3% | +63.1% |
| All | +367.1% | +1,463.9% | -1,096.9% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling