+21.7%
IWM vs MULL
+1,351.1%
-1,329.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +24.0% | -23.1% | -0.9% |
| 7D | -0.3% | -2.5% | +2.2% | -0.9% |
| 30D | +1.9% | -40.1% | +41.9% | +4.6% |
| 3M | -5.7% | -28.2% | +22.5% | -5.2% |
| 6M | -0.3% | -39.6% | +39.3% | -3.7% |
| YTD | +15.8% | +262.6% | -246.9% | -10.0% |
| 1Y | +17.1% | +366.2% | -349.1% | -12.6% |
| All | +21.7% | +1,351.1% | -1,329.4% | -29.1% |
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