+23.5%
IWF vs MULL
+2,337.2%
-2,313.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.9% | -8.4% | +7.5% | -0.3% |
| 30D | -1.7% | +9.7% | -11.4% | -2.8% |
| 3M | +0.7% | -26.8% | +27.4% | -0.4% |
| 6M | +8.6% | +220.7% | -212.1% | -11.1% |
| YTD | +3.5% | +509.0% | -505.5% | -23.0% |
| 1Y | +7.0% | +1,739.5% | -1,732.5% | -33.1% |
| All | +23.5% | +2,337.2% | -2,313.7% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling