+995.1%
MU vs IWD
+728.9%
+266.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.7% |
| 7D | -22.0% | -0.5% | -21.5% | -21.3% |
| 30D | -36.6% | +2.7% | -39.2% | -39.0% |
| 3M | -21.7% | +0.9% | -22.6% | -23.0% |
| 6M | +3.5% | +10.5% | -7.0% | -10.2% |
| YTD | +141.9% | +23.7% | +118.2% | +79.1% |
| 1Y | +189.8% | +28.7% | +161.1% | +103.0% |
| 3Y | +855.4% | +79.7% | +775.7% | +324.8% |
| 5Y | +869.2% | +69.7% | +799.5% | +377.8% |
| 10Y | +4,142.8% | +211.4% | +3,931.4% | +774.4% |
| All | +995.1% | +728.9% | +266.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling