+5,731.6%
MU vs IJH
+184.0%
+5,547.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.3% |
| 7D | -4.1% | -1.9% | -2.2% | -1.6% |
| 30D | +7.0% | -4.6% | +11.7% | +14.2% |
| 3M | -2.1% | -1.2% | -0.9% | +0.8% |
| 6M | +133.1% | +9.4% | +123.7% | +113.2% |
| YTD | +241.9% | +13.3% | +228.6% | +199.8% |
| 1Y | +548.8% | +13.4% | +535.4% | +473.2% |
| 3Y | +1,308.2% | +50.4% | +1,257.8% | +808.8% |
| 5Y | +1,260.7% | +49.0% | +1,211.8% | +804.0% |
| All | +5,731.6% | +184.0% | +5,547.6% | +1,943.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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