+698.2%
WULF vs IVZ
+1,081.7%
-383.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | +15.6% | +1.2% | +14.4% | +15.4% |
| 30D | +5.7% | +1.8% | +4.0% | +5.4% |
| 3M | -32.3% | +15.7% | -48.0% | -33.9% |
| 6M | +23.7% | +36.3% | -12.7% | +17.8% |
| YTD | +49.1% | +24.9% | +24.2% | +44.1% |
| 1Y | +66.3% | +48.9% | +17.4% | +56.7% |
| 3Y | +851.7% | +136.8% | +714.9% | +751.5% |
| 5Y | -30.9% | +60.0% | -90.9% | -36.0% |
| 10Y | +86.9% | +63.4% | +23.6% | +68.2% |
| All | +698.2% | +1,081.7% | -383.6% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling