-30.9%
WULF vs IOVA
-66.4%
+35.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.3% | -5.0% |
| 7D | -0.6% | -6.4% | +5.9% | +0.9% |
| 30D | -3.6% | +25.4% | -29.1% | -8.2% |
| 3M | -30.4% | +115.3% | -145.7% | -42.8% |
| 6M | +12.5% | +56.5% | -44.1% | -2.1% |
| YTD | +40.5% | +198.2% | -157.7% | +4.0% |
| 1Y | +53.0% | +242.0% | -189.0% | +6.6% |
| 3Y | +796.7% | +36.8% | +759.9% | +537.3% |
| 5Y | -30.9% | -64.3% | +33.4% | -41.5% |
| All | -30.9% | -66.4% | +35.6% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling