+480.1%
WULF vs IYR
+683.6%
-203.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.5% |
| 7D | -0.6% | -2.8% | +2.3% | +0.2% |
| 30D | -3.6% | -2.5% | -1.1% | -3.0% |
| 3M | -30.4% | -3.0% | -27.4% | -30.1% |
| 6M | +12.5% | +1.6% | +10.8% | +11.8% |
| YTD | +40.5% | +7.3% | +33.2% | +37.9% |
| 1Y | +53.0% | +5.6% | +47.4% | +50.6% |
| 3Y | +796.7% | +28.1% | +768.5% | +755.1% |
| 5Y | -30.9% | +6.1% | -37.0% | -31.5% |
| 10Y | +76.1% | +67.7% | +8.5% | +62.8% |
| All | +480.1% | +683.6% | -203.5% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling