+225.5%
WULF vs IOVA
-91.7%
+317.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +8.2% |
| 7D | +21.9% | +5.1% | +16.8% | +21.7% |
| 30D | +4.6% | +37.2% | -32.7% | +3.5% |
| 3M | -30.9% | +117.5% | -148.4% | -32.8% |
| 6M | +29.9% | +69.6% | -39.7% | +27.1% |
| YTD | +55.4% | +218.7% | -163.2% | +49.1% |
| 1Y | +94.1% | +265.5% | -171.4% | +84.9% |
| 3Y | +892.2% | +46.2% | +846.0% | +855.2% |
| 5Y | -26.7% | -63.2% | +36.5% | -28.9% |
| 10Y | +94.0% | +6.1% | +87.9% | +88.3% |
| All | +225.5% | -91.7% | +317.3% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling