+313.6%
IVV vs WULF
+76.1%
+237.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.4% |
| 7D | -2.0% | -0.6% | -1.5% | -2.0% |
| 30D | -1.6% | -3.6% | +2.0% | -1.6% |
| 3M | +4.8% | -30.4% | +35.2% | +5.8% |
| 6M | +12.6% | +12.5% | +0.1% | +11.4% |
| YTD | +11.8% | +40.5% | -28.7% | +9.3% |
| 1Y | +17.6% | +53.0% | -35.4% | +14.1% |
| 3Y | +77.0% | +796.7% | -719.6% | +54.8% |
| 5Y | +82.6% | -30.9% | +113.5% | +60.2% |
| All | +313.6% | +76.1% | +237.5% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WULF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling