+2.0%
MU vs IEF
-2.5%
+4.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +12.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.9% |
| 30D | -18.0% | +1.7% | -19.6% | -23.3% |
| 3M | -6.6% | -1.4% | -5.2% | -0.3% |
| 6M | +2.0% | -2.3% | +4.3% | +15.7% |
| All | +2.0% | -2.5% | +4.5% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling