+1,315.7%
MU vs IAG
+764.1%
+551.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.5% |
| 7D | +9.0% | -0.5% | +9.5% | +9.0% |
| 30D | +13.8% | +28.9% | -15.1% | +8.4% |
| 3M | +2.1% | +19.1% | -17.1% | -1.3% |
| 6M | +153.8% | -10.3% | +164.1% | +154.2% |
| YTD | +256.4% | +24.2% | +232.2% | +240.0% |
| 1Y | +719.8% | +116.5% | +603.3% | +630.3% |
| 3Y | +1,360.4% | +742.8% | +617.6% | +1,024.3% |
| All | +1,315.7% | +764.1% | +551.5% | +909.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling