+265.1%
MU vs IAG
+56.5%
+208.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +10.2% | -17.2% | -11.0% |
| 7D | -19.1% | +1.1% | -20.2% | -19.8% |
| 30D | -25.2% | -5.3% | -20.0% | -24.0% |
| 3M | -10.9% | +18.0% | -28.9% | -18.7% |
| 6M | +38.0% | +7.1% | +30.9% | +31.9% |
| YTD | +178.8% | +5.9% | +172.9% | +158.0% |
| 1Y | +265.1% | +59.4% | +205.8% | +136.4% |
| All | +265.1% | +56.5% | +208.6% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling