+3,866.2%
MU vs IEF
+127.6%
+3,738.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.8% |
| 7D | +2.0% | -0.8% | +2.8% | +0.8% |
| 30D | -18.0% | +2.0% | -20.0% | -14.9% |
| 3M | -6.6% | -1.1% | -5.5% | -7.9% |
| 6M | +2.0% | -1.9% | +4.0% | -1.4% |
| YTD | +184.5% | -2.2% | +186.7% | +173.2% |
| 1Y | +236.9% | -2.3% | +239.2% | +222.9% |
| 3Y | +987.0% | +11.6% | +975.4% | +1,212.1% |
| 5Y | +1,014.6% | -7.1% | +1,021.7% | +809.6% |
| 10Y | +4,609.2% | +7.8% | +4,601.4% | +5,449.9% |
| All | +3,866.2% | +127.6% | +3,738.6% | +36,020.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling