+5,744.5%
MU vs IAG
+423.2%
+5,321.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.6% |
| 7D | +2.0% | -4.1% | +6.1% | +2.5% |
| 30D | +12.5% | +10.6% | +1.9% | +11.0% |
| 3M | +9.6% | +35.4% | -25.8% | +5.5% |
| 6M | +142.6% | -9.5% | +152.2% | +143.5% |
| YTD | +242.7% | +21.8% | +220.8% | +232.4% |
| 1Y | +599.3% | +84.1% | +515.1% | +551.8% |
| 3Y | +1,308.3% | +817.4% | +490.9% | +1,037.4% |
| 5Y | +1,263.7% | +830.1% | +433.6% | +964.2% |
| All | +5,744.5% | +423.2% | +5,321.3% | +4,619.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling