+189.8%
MU vs IBB
+35.8%
+154.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +3.6% |
| 7D | -22.0% | -1.8% | -20.2% | -20.1% |
| 30D | -36.6% | +5.1% | -41.6% | -38.1% |
| 3M | -21.7% | +10.7% | -32.4% | -28.2% |
| 6M | +3.5% | +22.9% | -19.3% | -14.4% |
| YTD | +141.9% | +26.7% | +115.2% | +96.2% |
| 1Y | +189.8% | +35.1% | +154.7% | +128.1% |
| All | +189.8% | +35.8% | +154.1% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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