+662.1%
MU vs IAG
+100.7%
+561.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +7.2% | +4.3% | +2.9% | +5.2% |
| 30D | +14.0% | +9.8% | +4.2% | +9.1% |
| 3M | +5.4% | +28.9% | -23.5% | -6.2% |
| 6M | +170.3% | -7.6% | +177.9% | +163.9% |
| YTD | +250.7% | +22.0% | +228.7% | +209.2% |
| 1Y | +662.1% | +99.5% | +562.6% | +475.5% |
| All | +662.1% | +100.7% | +561.4% | +475.5% |
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