+1,319.3%
MU vs IGV
+21.2%
+1,298.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.1% |
| 7D | +7.2% | -3.3% | +10.5% | +9.8% |
| 30D | +14.0% | 0.0% | +14.0% | +12.7% |
| 3M | +5.4% | +7.3% | -2.0% | -3.1% |
| 6M | +170.3% | +16.7% | +153.6% | +127.2% |
| YTD | +250.7% | -2.8% | +253.5% | +246.3% |
| 1Y | +662.1% | -6.7% | +668.8% | +691.2% |
| 3Y | +1,341.2% | +41.1% | +1,300.1% | +954.7% |
| 5Y | +1,319.3% | +22.0% | +1,297.4% | +996.1% |
| All | +1,319.3% | +21.2% | +1,298.1% | +996.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling