+1,272.2%
MUU vs IGV
+10.8%
+1,261.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -5.0% | -4.8% |
| 7D | +24.7% | +2.3% | +22.3% | +21.5% |
| 30D | -35.1% | -6.0% | -29.1% | -25.2% |
| 3M | -44.3% | -4.8% | -39.5% | -39.1% |
| 6M | -44.4% | +14.2% | -58.7% | -57.3% |
| YTD | +244.9% | -4.2% | +249.2% | +283.0% |
| 1Y | +365.6% | -5.3% | +370.9% | +451.9% |
| All | +1,272.2% | +10.8% | +1,261.5% | +1,059.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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