+4,524.1%
MU vs IVV
+310.9%
+4,213.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | +21.6% | +3.3% | +18.3% | +15.5% |
| 30D | -16.2% | -2.7% | -13.6% | -10.9% |
| 3M | -12.4% | -1.7% | -10.7% | -8.3% |
| 6M | +4.2% | +3.2% | +1.0% | +3.0% |
| YTD | +180.0% | +12.0% | +168.0% | +145.8% |
| 1Y | +226.4% | +12.1% | +214.3% | +188.4% |
| 3Y | +969.7% | +78.6% | +891.1% | +397.7% |
| 5Y | +957.9% | +73.8% | +884.1% | +426.2% |
| All | +4,524.1% | +310.9% | +4,213.2% | +409.1% |
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