+878.9%
WULF vs IYR
+29.0%
+850.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.8% |
| 7D | +1.4% | -1.4% | +2.8% | +3.2% |
| 30D | -2.6% | -2.7% | 0.0% | +0.7% |
| 3M | -34.0% | -2.1% | -31.8% | -33.6% |
| 6M | +10.0% | +3.6% | +6.4% | +2.3% |
| YTD | +45.7% | +8.1% | +37.6% | +28.3% |
| 1Y | +57.3% | +4.7% | +52.6% | +43.6% |
| 3Y | +878.9% | +29.1% | +849.8% | +628.8% |
| All | +878.9% | +29.0% | +850.0% | +628.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling