+24.2%
IWF vs MULL
+2,481.0%
-2,456.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | +1.5% | +14.0% | -12.5% | +0.3% |
| 30D | -1.3% | +24.8% | -26.1% | -3.4% |
| 3M | +0.1% | -16.1% | +16.2% | -2.3% |
| 6M | +10.3% | +330.9% | -320.6% | -12.4% |
| YTD | +4.2% | +545.0% | -540.8% | -22.9% |
| 1Y | +9.3% | +2,427.1% | -2,417.8% | -34.5% |
| All | +24.2% | +2,481.0% | -2,456.8% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling