-34.9%
WULF vs IP
-17.2%
-17.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.6% |
| 7D | +7.6% | -5.3% | +12.8% | +10.5% |
| 30D | -8.6% | -10.9% | +2.2% | -3.5% |
| 3M | -37.0% | +11.2% | -48.1% | -42.0% |
| 6M | +7.4% | -10.2% | +17.6% | +10.7% |
| YTD | +43.7% | -2.0% | +45.7% | +40.3% |
| 1Y | +86.1% | -19.1% | +105.2% | +101.0% |
| 3Y | +733.8% | +20.9% | +713.0% | +601.8% |
| All | -34.9% | -17.2% | -17.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling