-4.0%
WULF vs IRE
-98.1%
+94.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.2% | +1.3% |
| 7D | +11.0% | -31.8% | +42.8% | +23.6% |
| 30D | +9.4% | -71.8% | +81.1% | +52.1% |
| 3M | -22.6% | -88.9% | +66.3% | +38.7% |
| 6M | -45.4% | -95.4% | +49.9% | +10.5% |
| YTD | +9.8% | -94.2% | +104.1% | +75.6% |
| 1Y | +8.0% | -97.1% | +105.1% | +96.1% |
| All | -4.0% | -98.1% | +94.2% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling