+6,028.8%
MU vs IWD
+197.9%
+5,830.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +7.1% |
| 7D | +9.0% | -0.3% | +9.2% | +9.3% |
| 30D | +13.8% | +0.6% | +13.2% | +12.5% |
| 3M | +2.1% | +7.2% | -5.1% | -7.6% |
| 6M | +153.8% | +16.2% | +137.6% | +106.1% |
| YTD | +256.4% | +23.3% | +233.1% | +166.3% |
| 1Y | +719.8% | +29.6% | +690.2% | +474.5% |
| 3Y | +1,360.4% | +70.5% | +1,289.9% | +621.6% |
| 5Y | +1,312.4% | +73.5% | +1,238.9% | +597.9% |
| All | +6,028.8% | +197.9% | +5,830.9% | +1,484.7% |
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