+7,257.2%
MU vs IAG
+377.5%
+6,879.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.4% |
| 7D | +9.0% | -0.5% | +9.5% | +9.0% |
| 30D | +13.8% | +28.9% | -15.1% | +10.0% |
| 3M | +2.1% | +19.1% | -17.1% | -0.1% |
| 6M | +153.8% | -10.3% | +164.1% | +156.0% |
| YTD | +256.4% | +24.2% | +232.2% | +244.8% |
| 1Y | +719.8% | +116.5% | +603.3% | +645.3% |
| 3Y | +1,360.4% | +742.8% | +617.6% | +1,020.6% |
| 5Y | +1,312.4% | +753.3% | +559.1% | +938.4% |
| 10Y | +6,142.6% | +403.2% | +5,739.4% | +4,374.7% |
| All | +7,257.2% | +377.5% | +6,879.7% | +4,045.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling