-14.2%
WULF vs IOT
+54.1%
-68.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -4.5% | +5.9% | +3.3% |
| 30D | -2.6% | -2.4% | -0.2% | -2.2% |
| 3M | -34.0% | +19.0% | -52.9% | -40.9% |
| 6M | +10.0% | +19.6% | -9.7% | -5.8% |
| YTD | +45.7% | +8.3% | +37.4% | +25.8% |
| 1Y | +57.3% | -0.8% | +58.1% | +40.3% |
| 3Y | +878.9% | +24.4% | +854.5% | +631.0% |
| All | -14.2% | +54.1% | -68.4% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling