+4,407.5%
MU vs IWD
+203.0%
+4,204.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.9% |
| 7D | +12.8% | +2.3% | +10.5% | +9.2% |
| 30D | -14.9% | +3.6% | -18.4% | -19.0% |
| 3M | -18.0% | +2.2% | -20.2% | -20.7% |
| 6M | -3.1% | +13.0% | -16.1% | -18.6% |
| YTD | +172.9% | +26.5% | +146.4% | +96.5% |
| 1Y | +228.8% | +30.1% | +198.7% | +128.0% |
| 3Y | +950.8% | +84.9% | +866.0% | +363.8% |
| 5Y | +931.3% | +73.4% | +857.9% | +408.1% |
| All | +4,407.5% | +203.0% | +4,204.5% | +894.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling