+4,277.4%
MU vs IGV
+347.2%
+3,930.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.1% |
| 7D | -15.2% | -2.3% | -12.9% | -12.8% |
| 30D | -29.5% | -11.0% | -18.6% | -20.7% |
| 3M | -15.8% | -4.5% | -11.3% | -12.9% |
| 6M | -2.9% | +10.1% | -13.0% | -14.5% |
| YTD | +154.2% | -5.1% | +159.3% | +152.1% |
| 1Y | +186.6% | -10.2% | +196.8% | +203.3% |
| 3Y | +871.5% | +37.7% | +833.7% | +585.8% |
| 5Y | +911.7% | +15.7% | +896.0% | +742.1% |
| 10Y | +4,277.4% | +357.1% | +3,920.3% | +655.4% |
| All | +4,277.4% | +347.2% | +3,930.2% | +655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling