+843.9%
WULF vs IOVA
+36.1%
+807.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.3% | -5.1% |
| 7D | -0.6% | -6.4% | +5.9% | +0.7% |
| 30D | -3.6% | +25.4% | -29.1% | -7.6% |
| 3M | -30.4% | +115.3% | -145.7% | -41.2% |
| 6M | +12.5% | +56.5% | -44.1% | -0.2% |
| YTD | +40.5% | +198.2% | -157.7% | +8.4% |
| 1Y | +53.0% | +242.0% | -189.0% | +12.3% |
| All | +843.9% | +36.1% | +807.7% | +534.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling