+86.1%
WULF vs IQV
+46.0%
+40.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | +7.6% | +2.3% | +5.3% | +7.7% |
| 30D | -8.6% | +13.4% | -22.1% | -7.9% |
| 3M | -37.0% | +43.3% | -80.2% | -37.4% |
| 6M | +7.4% | +50.5% | -43.1% | +5.0% |
| YTD | +43.7% | +18.8% | +24.9% | +41.0% |
| 1Y | +86.1% | +45.5% | +40.7% | +82.5% |
| All | +86.1% | +46.0% | +40.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 1y: compounded portfolio wealth divided by compounded IQV 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…
1y analysis · Full analysis span regression · 6 months rolling