+236.9%
MU vs IEF
-2.6%
+239.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.6% |
| 30D | -18.0% | +1.7% | -19.6% | -21.1% |
| 3M | -6.6% | -1.4% | -5.2% | -3.8% |
| 6M | +2.0% | -2.3% | +4.3% | +6.4% |
| YTD | +184.5% | -2.6% | +187.0% | +199.3% |
| 1Y | +236.9% | -2.7% | +239.5% | +254.3% |
| All | +236.9% | -2.6% | +239.5% | +254.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling