-22.1%
WULF vs IOT
+8.2%
-30.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.8% | -5.9% |
| 7D | -12.8% | -0.5% | -12.4% | -12.8% |
| 30D | -20.9% | +1.0% | -21.9% | -20.8% |
| 3M | -38.0% | +10.9% | -48.9% | -36.4% |
| 6M | -47.5% | +39.9% | -87.4% | -43.6% |
| YTD | +1.8% | +20.8% | -18.9% | +6.3% |
| 1Y | -22.1% | +10.6% | -32.6% | -15.5% |
| All | -22.1% | +8.2% | -30.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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