-22.1%
WULF vs IFF
+44.8%
-66.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -6.2% |
| 7D | -12.8% | -3.3% | -9.5% | -12.7% |
| 30D | -20.9% | +5.3% | -26.2% | -22.1% |
| 3M | -38.0% | +8.9% | -46.9% | -39.6% |
| 6M | -47.5% | +26.3% | -73.8% | -51.7% |
| YTD | +1.8% | +32.2% | -30.3% | -3.2% |
| 1Y | -22.1% | +45.8% | -67.8% | -24.8% |
| All | -22.1% | +44.8% | -66.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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