-22.1%
WULF vs IRE
-97.6%
+75.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -23.2% | +16.6% | +0.9% |
| 7D | -12.8% | -46.8% | +34.0% | +4.9% |
| 30D | -20.9% | -75.5% | +54.6% | +19.0% |
| 3M | -38.0% | -79.4% | +41.4% | -5.4% |
| 6M | -47.5% | -91.3% | +43.8% | -10.8% |
| YTD | +1.8% | -90.8% | +92.7% | +44.6% |
| 1Y | -22.1% | -97.7% | +75.7% | +52.3% |
| All | -22.1% | -97.6% | +75.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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