-34.4%
WULF vs IJH
+12.9%
-47.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.9% | -9.9% | -2.0% |
| 7D | -20.9% | -3.4% | -17.5% | -11.5% |
| 30D | -32.7% | -3.1% | -29.5% | -24.6% |
| 3M | -44.2% | -6.6% | -37.6% | -30.1% |
| 6M | -57.1% | -1.6% | -55.5% | -53.1% |
| YTD | -12.3% | +9.5% | -21.7% | -28.2% |
| 1Y | -34.4% | +12.1% | -46.5% | -49.2% |
| All | -34.4% | +12.9% | -47.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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