+906.2%
MU vs IWD
+84.1%
+822.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +2.0% |
| 7D | -12.0% | +1.3% | -13.3% | -13.9% |
| 30D | -28.7% | +3.6% | -32.3% | -33.7% |
| 3M | -16.4% | +2.3% | -18.8% | -20.7% |
| 6M | -1.8% | +13.0% | -14.8% | -24.1% |
| YTD | +157.1% | +26.2% | +130.9% | +60.6% |
| 1Y | +208.5% | +30.5% | +178.0% | +81.0% |
| 3Y | +906.2% | +86.2% | +819.9% | +237.8% |
| All | +906.2% | +84.1% | +822.1% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling