+82.7%
WULF vs IRM
+440.8%
-358.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | -2.6% | -7.4% | +4.8% | +0.9% |
| 3M | -34.0% | -7.4% | -26.6% | -31.3% |
| 6M | +10.0% | +8.7% | +1.3% | +8.2% |
| YTD | +45.7% | +40.9% | +4.7% | +30.6% |
| 1Y | +57.3% | +20.5% | +36.8% | +49.0% |
| 3Y | +878.9% | +101.7% | +777.2% | +713.5% |
| 5Y | -28.3% | +197.7% | -226.0% | -44.0% |
| All | +82.7% | +440.8% | -358.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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