-24.7%
WULF vs IQV
-0.1%
-24.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.5% |
| 7D | +1.4% | -2.2% | +3.6% | +2.8% |
| 30D | -2.6% | +8.3% | -10.9% | -8.2% |
| 3M | -34.0% | +44.6% | -78.5% | -52.7% |
| 6M | +10.0% | +52.6% | -42.6% | -26.7% |
| YTD | +45.7% | +16.1% | +29.6% | +20.2% |
| 1Y | +57.3% | +37.3% | +20.1% | +8.1% |
| 3Y | +878.9% | +21.6% | +857.4% | +640.6% |
| All | -24.7% | -0.1% | -24.6% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling