+18.9%
IWM vs MULL
+444.9%
-425.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.8% | +15.3% | +2.2% |
| 7D | +1.0% | -35.9% | +36.9% | +3.2% |
| 30D | +0.2% | -47.3% | +47.6% | +3.2% |
| 3M | -5.6% | -30.6% | +25.0% | -4.6% |
| 6M | +2.7% | +13.7% | -11.0% | -3.2% |
| YTD | +16.2% | +272.1% | -256.0% | -0.6% |
| 1Y | +18.9% | +475.1% | -456.1% | -2.3% |
| All | +18.9% | +444.9% | -425.9% | -2.3% |
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 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