+78.8%
IVV vs WULF
+1,244.3%
-1,165.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +3.3% | +29.4% | -26.0% | +1.8% |
| 30D | -2.7% | -1.3% | -1.4% | -2.9% |
| 3M | -1.7% | -24.1% | +22.4% | -0.8% |
| 6M | +3.2% | -42.8% | +46.0% | +5.2% |
| YTD | +12.0% | +13.5% | -1.5% | +9.3% |
| 1Y | +12.1% | +3.2% | +8.9% | +9.7% |
| All | +78.8% | +1,244.3% | -1,165.5% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling