+82.7%
WULF vs IVZ
+65.9%
+16.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -2.6% | +3.0% | -5.6% | -4.1% |
| 3M | -34.0% | +14.9% | -48.8% | -38.4% |
| 6M | +10.0% | +36.7% | -26.8% | -5.3% |
| YTD | +45.7% | +25.7% | +20.0% | +30.6% |
| 1Y | +57.3% | +47.7% | +9.6% | +31.3% |
| 3Y | +878.9% | +138.8% | +740.1% | +584.5% |
| 5Y | -28.3% | +62.1% | -90.4% | -45.8% |
| All | +82.7% | +65.9% | +16.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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