+265.1%
MU vs IWD
+33.0%
+232.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -12.9% |
| 7D | -19.1% | +2.5% | -21.7% | -24.2% |
| 30D | -25.2% | +6.0% | -31.2% | -35.9% |
| 3M | -10.9% | +3.8% | -14.7% | -19.9% |
| 6M | +38.0% | +16.3% | +21.7% | -10.1% |
| YTD | +178.8% | +27.5% | +151.4% | +42.2% |
| 1Y | +265.1% | +32.8% | +232.3% | +67.7% |
| All | +265.1% | +33.0% | +232.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling