+20.7%
IWM vs MULL
+1,070.1%
-1,049.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +0.3% | -32.2% | +32.5% | +2.6% |
| 30D | +0.6% | -55.4% | +56.0% | +5.8% |
| 3M | -6.2% | -41.3% | +35.0% | -4.1% |
| 6M | -0.8% | -44.9% | +44.1% | -3.5% |
| YTD | +14.8% | +192.4% | -177.6% | -9.2% |
| 1Y | +16.1% | +239.4% | -223.3% | -10.7% |
| All | +20.7% | +1,070.1% | -1,049.4% | -28.5% |
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