+776.1%
IVV vs WULF
+443.9%
+332.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +0.1% | +7.6% | -7.4% | -0.1% |
| 30D | +0.1% | -8.6% | +8.7% | +0.3% |
| 3M | +2.0% | -37.0% | +39.0% | +3.2% |
| 6M | +13.0% | +7.4% | +5.6% | +12.2% |
| YTD | +13.6% | +43.7% | -30.1% | +11.4% |
| 1Y | +20.1% | +86.1% | -66.1% | +16.3% |
| 3Y | +77.6% | +733.8% | -656.2% | +58.4% |
| 5Y | +82.5% | -33.6% | +116.1% | +64.4% |
| 10Y | +316.5% | +76.1% | +240.5% | +258.2% |
| All | +776.1% | +443.9% | +332.2% | +609.3% |
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