+429.4%
WULF vs IJH
+1,054.0%
-624.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +1.4% | -1.9% | +3.3% | +2.4% |
| 30D | -2.6% | -4.6% | +2.0% | 0.0% |
| 3M | -34.0% | -1.2% | -32.8% | -33.3% |
| 6M | +10.0% | +9.4% | +0.6% | +6.5% |
| YTD | +45.7% | +13.3% | +32.4% | +39.3% |
| 1Y | +57.3% | +13.4% | +43.9% | +50.9% |
| 3Y | +878.9% | +50.4% | +828.5% | +780.6% |
| 5Y | -28.3% | +49.0% | -77.3% | -33.9% |
| 10Y | +82.7% | +182.6% | -99.9% | +46.6% |
| All | +429.4% | +1,054.0% | -624.5% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling