-7.8%
MU vs IGV
+12.6%
-20.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +5.4% |
| 7D | -12.0% | -0.4% | -11.6% | -11.6% |
| 30D | -28.7% | -9.9% | -18.8% | -27.6% |
| 3M | -16.4% | -1.2% | -15.2% | -14.8% |
| All | -7.8% | +12.6% | -20.4% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling