-24.7%
WULF vs IVZ
+61.1%
-85.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.7% |
| 7D | +1.4% | -2.4% | +3.8% | +3.5% |
| 30D | -2.6% | +3.0% | -5.6% | -5.5% |
| 3M | -34.0% | +14.9% | -48.8% | -42.4% |
| 6M | +10.0% | +36.7% | -26.8% | -18.4% |
| YTD | +45.7% | +25.7% | +20.0% | +16.2% |
| 1Y | +57.3% | +47.7% | +9.6% | +8.2% |
| 3Y | +878.9% | +138.8% | +740.1% | +340.6% |
| All | -24.7% | +61.1% | -85.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling