+5,778.3%
MU vs IVZ
+61.1%
+5,717.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.4% |
| 7D | +7.2% | +1.1% | +6.1% | +6.5% |
| 30D | +14.0% | +3.1% | +10.9% | +12.0% |
| 3M | +5.4% | +18.2% | -12.8% | -3.6% |
| 6M | +170.3% | +38.6% | +131.7% | +126.8% |
| YTD | +250.7% | +25.9% | +224.8% | +207.6% |
| 1Y | +662.1% | +51.7% | +610.4% | +506.2% |
| 3Y | +1,341.2% | +138.7% | +1,202.6% | +780.9% |
| 5Y | +1,319.3% | +62.8% | +1,256.6% | +926.4% |
| 10Y | +5,778.3% | +60.9% | +5,717.4% | +3,859.0% |
| All | +5,778.3% | +61.1% | +5,717.2% | +3,859.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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