+760.2%
IVV vs WULF
+315.8%
+444.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | +2.6% | +11.0% | -8.4% | +2.2% |
| 30D | -2.0% | +9.4% | -11.4% | -2.5% |
| 3M | -2.8% | -22.6% | +19.9% | -2.3% |
| 6M | +2.2% | -45.4% | +47.6% | +3.6% |
| YTD | +11.5% | +9.8% | +1.7% | +10.0% |
| 1Y | +13.5% | +8.0% | +5.4% | +11.9% |
| 3Y | +78.1% | +1,149.5% | -1,071.4% | +57.2% |
| 5Y | +73.1% | -55.6% | +128.7% | +57.5% |
| 10Y | +310.4% | +34.7% | +275.7% | +255.2% |
| All | +760.2% | +315.8% | +444.4% | +600.8% |
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 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