+29.2%
IVV vs MULL
+1,100.2%
-1,071.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.3% | -10.0% | +1.6% |
| 7D | +0.1% | -27.1% | +27.2% | +1.5% |
| 30D | -3.3% | -54.2% | +50.9% | +0.6% |
| 3M | -2.4% | -42.0% | +39.6% | -0.5% |
| 6M | +2.6% | -43.5% | +46.1% | +0.1% |
| YTD | +11.3% | +199.9% | -188.6% | -9.0% |
| 1Y | +13.4% | +292.8% | -279.4% | -10.7% |
| All | +29.2% | +1,100.2% | -1,071.0% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling