+24.7%
IWM vs MULL
+2,620.5%
-2,595.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.8% |
| 7D | -1.1% | +14.8% | -15.9% | -2.3% |
| 30D | -3.1% | +36.6% | -39.7% | -5.8% |
| 3M | +2.2% | -8.9% | +11.1% | -0.8% |
| 6M | +15.1% | +311.9% | -296.9% | -6.8% |
| YTD | +18.6% | +579.8% | -561.3% | -10.7% |
| 1Y | +24.0% | +2,421.5% | -2,397.6% | -22.3% |
| All | +24.7% | +2,620.5% | -2,595.8% | -29.7% |
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