+32.8%
IWD vs MULL
+444.9%
-412.1%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.4% | +2.9% |
| 7D | +2.5% | -35.9% | +38.5% | +3.5% |
| 30D | +6.0% | -47.3% | +53.3% | +7.3% |
| 3M | +3.8% | -30.6% | +34.3% | +4.1% |
| 6M | +16.3% | +13.7% | +2.6% | +12.2% |
| YTD | +27.5% | +272.1% | -244.6% | +16.4% |
| 1Y | +32.8% | +475.1% | -442.3% | +18.9% |
| All | +32.8% | +444.9% | -412.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling