+6,169.9%
MU vs IGV
+356.9%
+5,813.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.5% |
| 7D | +7.5% | -1.5% | +9.0% | +8.7% |
| 30D | +19.4% | -3.0% | +22.4% | +21.3% |
| 3M | +9.8% | +9.6% | +0.3% | -2.5% |
| 6M | +164.1% | +16.1% | +148.0% | +117.1% |
| YTD | +260.3% | -3.6% | +263.9% | +251.3% |
| 1Y | +661.2% | -7.8% | +669.0% | +685.5% |
| 3Y | +1,380.8% | +40.0% | +1,340.9% | +922.4% |
| 5Y | +1,346.4% | +21.2% | +1,325.2% | +1,037.9% |
| 10Y | +6,169.9% | +364.4% | +5,805.5% | +916.0% |
| All | +6,169.9% | +356.9% | +5,813.0% | +916.0% |
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