+32.0%
WULF vs IP
+31.6%
+0.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.9% | +6.0% | +8.0% |
| 7D | +13.2% | -3.0% | +16.2% | +14.2% |
| 30D | -10.1% | +10.6% | -20.7% | -13.0% |
| 3M | -27.5% | -13.6% | -13.9% | -24.4% |
| 6M | -47.1% | +10.4% | -57.5% | -49.5% |
| YTD | +7.7% | -6.5% | +14.2% | +8.1% |
| 1Y | -11.2% | -2.1% | -9.1% | -12.3% |
| 3Y | +1,217.0% | +22.0% | +1,195.0% | +1,153.8% |
| 5Y | -57.0% | -9.7% | -47.3% | -57.4% |
| 10Y | +32.0% | +26.8% | +5.2% | +13.5% |
| All | +32.0% | +31.6% | +0.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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