-2.2%
IGV vs MULL
+2,620.5%
-2,622.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.1% |
| 7D | -1.5% | +14.8% | -16.3% | -2.4% |
| 30D | -3.0% | +36.6% | -39.6% | -5.2% |
| 3M | +9.6% | -8.9% | +18.5% | +6.2% |
| 6M | +16.1% | +311.9% | -295.8% | -5.8% |
| YTD | -3.6% | +579.8% | -583.5% | -28.2% |
| 1Y | -7.8% | +2,421.5% | -2,429.4% | -44.6% |
| All | -2.2% | +2,620.5% | -2,622.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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