+86.1%
WULF vs IEMG
+38.7%
+47.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | -1.5% |
| 7D | +7.6% | +2.2% | +5.3% | +3.1% |
| 30D | -8.6% | +4.6% | -13.2% | -15.8% |
| 3M | -37.0% | +0.4% | -37.3% | -37.4% |
| 6M | +7.4% | +16.4% | -8.9% | -19.9% |
| YTD | +43.7% | +25.4% | +18.2% | -5.0% |
| 1Y | +86.1% | +38.3% | +47.9% | -1.4% |
| All | +86.1% | +38.7% | +47.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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