+847.8%
MU vs IAG
+515.1%
+332.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.2% | -2.1% | +3.8% |
| 7D | -22.0% | +21.4% | -43.4% | -25.0% |
| 30D | -36.6% | +4.0% | -40.6% | -37.2% |
| 3M | -21.7% | +17.0% | -38.7% | -24.4% |
| 6M | +3.5% | +1.4% | +2.1% | +2.5% |
| YTD | +141.9% | +13.8% | +128.2% | +133.8% |
| 1Y | +189.8% | +55.8% | +134.0% | +168.5% |
| 3Y | +855.4% | +647.4% | +208.0% | +644.7% |
| All | +847.8% | +515.1% | +332.8% | +593.5% |
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 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