+4,869.1%
MU vs IEF
+129.4%
+4,739.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.0% |
| 7D | +9.0% | -0.3% | +9.3% | +8.5% |
| 30D | +13.8% | -0.8% | +14.6% | +12.4% |
| 3M | +2.1% | -1.0% | +3.1% | +0.1% |
| 6M | +153.8% | -2.8% | +156.6% | +140.4% |
| YTD | +256.4% | -1.5% | +257.9% | +245.5% |
| 1Y | +719.8% | -0.4% | +720.2% | +709.7% |
| 3Y | +1,360.4% | +9.7% | +1,350.7% | +1,596.5% |
| 5Y | +1,312.4% | -8.3% | +1,320.7% | +1,010.6% |
| 10Y | +6,142.6% | +4.6% | +6,138.0% | +6,745.7% |
| All | +4,869.1% | +129.4% | +4,739.7% | +45,570.4% |
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