+893.4%
MU vs IEF
-7.6%
+901.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.3% | +6.2% |
| 7D | -12.0% | +0.3% | -12.4% | -12.0% |
| 30D | -28.7% | +2.7% | -31.4% | -28.6% |
| 3M | -16.4% | -0.8% | -15.7% | -16.4% |
| 6M | -1.8% | -1.7% | -0.1% | -2.0% |
| YTD | +157.1% | -1.6% | +158.7% | +156.5% |
| 1Y | +208.5% | -1.6% | +210.1% | +208.0% |
| 3Y | +906.2% | +12.4% | +893.8% | +910.3% |
| 5Y | +893.4% | -7.6% | +901.0% | +681.9% |
| All | +893.4% | -7.6% | +901.0% | +681.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling