+86.1%
WULF vs IEF
-0.2%
+86.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.3% | +7.8% | +8.5% |
| 30D | -8.6% | -0.8% | -7.9% | -6.5% |
| 3M | -37.0% | -1.0% | -36.0% | -34.8% |
| 6M | +7.4% | -2.8% | +10.2% | +11.8% |
| YTD | +43.7% | -1.5% | +45.2% | +52.6% |
| 1Y | +86.1% | -0.4% | +86.6% | +107.5% |
| All | +86.1% | -0.2% | +86.4% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling