+3,971.9%
MU vs IVV
+309.7%
+3,662.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.6% |
| 7D | -22.0% | -2.7% | -19.3% | -17.6% |
| 30D | -36.6% | -5.4% | -31.2% | -29.5% |
| 3M | -21.7% | -4.1% | -17.7% | -14.9% |
| 6M | +3.5% | +0.7% | +2.8% | +6.5% |
| YTD | +141.9% | +8.7% | +133.2% | +122.6% |
| 1Y | +189.8% | +11.0% | +178.9% | +160.5% |
| 3Y | +855.4% | +75.4% | +779.9% | +358.2% |
| 5Y | +869.2% | +68.3% | +800.8% | +407.7% |
| All | +3,971.9% | +309.7% | +3,662.2% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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