-22.1%
WULF vs IOVA
+362.8%
-384.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.2% | -6.4% |
| 7D | -12.8% | -41.3% | +28.4% | -7.2% |
| 30D | -20.9% | -38.5% | +17.6% | -16.2% |
| 3M | -38.0% | +99.5% | -137.6% | -43.9% |
| 6M | -47.5% | +126.0% | -173.5% | -53.4% |
| YTD | +1.8% | +218.7% | -216.9% | -13.1% |
| 1Y | -22.1% | +378.0% | -400.1% | -29.1% |
| All | -22.1% | +362.8% | -384.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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