-17.3%
WULF vs IOT
+54.4%
-71.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.6% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | -3.6% | -4.7% | +1.0% | -2.3% |
| 3M | -30.4% | +17.8% | -48.2% | -37.4% |
| 6M | +12.5% | +16.8% | -4.4% | -2.7% |
| YTD | +40.5% | +8.4% | +32.0% | +21.2% |
| 1Y | +53.0% | -0.8% | +53.8% | +36.4% |
| 3Y | +796.7% | +25.7% | +770.9% | +566.1% |
| All | -17.3% | +54.4% | -71.7% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling