+865.8%
WULF vs IRM
+9,897.4%
-9,031.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.3% |
| 7D | +21.9% | +1.6% | +20.3% | +21.6% |
| 30D | +4.6% | -4.2% | +8.8% | +5.5% |
| 3M | -30.9% | -5.4% | -25.6% | -30.0% |
| 6M | +29.9% | +12.0% | +17.9% | +28.5% |
| YTD | +55.4% | +42.0% | +13.4% | +48.7% |
| 1Y | +94.1% | +29.9% | +64.3% | +88.3% |
| 3Y | +892.2% | +104.4% | +787.9% | +821.1% |
| 5Y | -26.7% | +191.0% | -217.8% | -34.1% |
| 10Y | +94.0% | +417.1% | -323.1% | +65.6% |
| All | +865.8% | +9,897.4% | -9,031.6% | +787.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling