+86.1%
WULF vs IYR
+8.4%
+77.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +7.6% | -1.2% | +8.8% | +7.9% |
| 30D | -8.6% | -2.9% | -5.8% | -8.0% |
| 3M | -37.0% | +0.8% | -37.8% | -39.1% |
| 6M | +7.4% | +1.9% | +5.6% | +1.2% |
| YTD | +43.7% | +9.6% | +34.1% | +34.6% |
| 1Y | +86.1% | +8.1% | +78.0% | +68.1% |
| All | +86.1% | +8.4% | +77.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling