+82.7%
WULF vs IOVA
+9.7%
+73.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -1.9% | +2.9% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | -2.6% | +27.6% | -30.2% | -6.2% |
| 3M | -34.0% | +117.2% | -151.1% | -42.5% |
| 6M | +10.0% | +77.7% | -67.7% | -2.0% |
| YTD | +45.7% | +215.0% | -169.3% | +17.6% |
| 1Y | +57.3% | +255.4% | -198.0% | +22.4% |
| 3Y | +878.9% | +42.6% | +836.3% | +691.3% |
| 5Y | -28.3% | -62.2% | +33.9% | -37.8% |
| All | +82.7% | +9.7% | +73.0% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling