+763.7%
IVV vs WULF
+329.6%
+434.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +3.3% | +29.4% | -26.0% | +2.4% |
| 30D | -2.7% | -1.3% | -1.4% | -2.8% |
| 3M | -1.7% | -24.1% | +22.4% | -1.1% |
| 6M | +3.2% | -42.8% | +46.0% | +4.4% |
| YTD | +12.0% | +13.5% | -1.5% | +10.4% |
| 1Y | +12.1% | +3.2% | +8.9% | +10.6% |
| 3Y | +78.6% | +1,230.6% | -1,152.0% | +57.4% |
| 5Y | +73.8% | -54.1% | +127.9% | +57.9% |
| 10Y | +312.1% | +39.2% | +273.0% | +256.3% |
| All | +763.7% | +329.6% | +434.1% | +602.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling