+4,609.2%
MU vs IEF
+7.0%
+4,602.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.8% |
| 7D | +2.0% | -0.8% | +2.8% | +1.4% |
| 30D | -18.0% | +1.7% | -19.6% | -16.7% |
| 3M | -6.6% | -1.4% | -5.2% | -7.5% |
| 6M | +2.0% | -2.3% | +4.3% | 0.0% |
| YTD | +184.5% | -2.6% | +187.0% | +178.0% |
| 1Y | +236.9% | -2.7% | +239.5% | +228.9% |
| 3Y | +987.0% | +11.2% | +975.8% | +1,103.2% |
| 5Y | +1,014.6% | -7.4% | +1,022.0% | +767.7% |
| 10Y | +4,609.2% | +7.4% | +4,601.8% | +5,549.1% |
| All | +4,609.2% | +7.0% | +4,602.2% | +5,549.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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