+316.1%
IVV vs WULF
+86.9%
+229.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.2% |
| 7D | -0.4% | +15.6% | -15.9% | -0.9% |
| 30D | -1.4% | +5.7% | -7.1% | -1.7% |
| 3M | +3.7% | -32.3% | +36.0% | +4.9% |
| 6M | +13.0% | +23.7% | -10.6% | +11.4% |
| YTD | +12.4% | +49.1% | -36.6% | +9.7% |
| 1Y | +18.6% | +66.3% | -47.7% | +14.8% |
| 3Y | +78.1% | +851.7% | -773.6% | +55.4% |
| 5Y | +82.3% | -30.9% | +113.2% | +59.7% |
| All | +316.1% | +86.9% | +229.2% | +254.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling