+1,720.0%
WULF vs IFF
+399.9%
+1,320.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -34.0% | +8.4% | -42.4% | -35.3% |
| 6M | +10.0% | +23.0% | -13.0% | +5.5% |
| YTD | +45.7% | +25.5% | +20.2% | +39.1% |
| 1Y | +57.3% | +29.1% | +28.3% | +49.0% |
| 3Y | +878.9% | +31.7% | +847.3% | +824.7% |
| 5Y | -28.3% | -35.2% | +6.9% | -25.6% |
| 10Y | +82.7% | -20.7% | +103.4% | +83.2% |
| All | +1,720.0% | +399.9% | +1,320.1% | +1,422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling