+1,136.2%
WULF vs IP
+222.4%
+913.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.0% | +12.7% |
| 7D | -3.1% | -5.1% | +2.0% | -2.4% |
| 30D | -21.0% | +8.5% | -29.6% | -22.0% |
| 3M | -35.5% | -13.8% | -21.6% | -34.2% |
| 6M | -55.8% | +5.7% | -61.6% | -56.4% |
| YTD | -1.0% | -9.1% | +8.1% | -0.4% |
| 1Y | -20.4% | -0.8% | -19.6% | -20.8% |
| 3Y | +972.6% | +14.8% | +957.8% | +958.4% |
| 5Y | -54.5% | -11.5% | -42.9% | -54.0% |
| 10Y | +23.7% | +27.9% | -4.2% | +19.7% |
| All | +1,136.2% | +222.4% | +913.7% | +905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling