+429.4%
WULF vs IJR
+1,125.8%
-696.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +1.4% | -2.2% | +3.6% | +2.5% |
| 30D | -2.6% | -4.6% | +2.0% | -0.4% |
| 3M | -34.0% | +0.2% | -34.2% | -33.9% |
| 6M | +10.0% | +14.7% | -4.7% | +4.5% |
| YTD | +45.7% | +18.9% | +26.8% | +36.7% |
| 1Y | +57.3% | +19.9% | +37.4% | +47.5% |
| 3Y | +878.9% | +53.0% | +825.9% | +785.9% |
| 5Y | -28.3% | +40.9% | -69.2% | -32.8% |
| 10Y | +82.7% | +171.1% | -88.4% | +50.9% |
| All | +429.4% | +1,125.8% | -696.4% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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