+1,621.4%
MU vs IVV
+764.0%
+857.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.8% |
| 7D | +9.0% | +0.1% | +8.9% | +8.7% |
| 30D | +13.8% | +0.1% | +13.7% | +13.6% |
| 3M | +2.1% | +2.0% | +0.1% | +0.8% |
| 6M | +153.8% | +13.0% | +140.8% | +114.0% |
| YTD | +256.4% | +13.6% | +242.8% | +199.4% |
| 1Y | +719.8% | +20.1% | +699.7% | +538.1% |
| 3Y | +1,360.4% | +77.6% | +1,282.8% | +538.3% |
| 5Y | +1,312.4% | +82.5% | +1,229.9% | +501.6% |
| 10Y | +6,142.6% | +316.5% | +5,826.0% | +611.4% |
| All | +1,621.4% | +764.0% | +857.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling