+906.2%
MU vs IBB
+86.3%
+819.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +3.5% |
| 7D | -12.0% | +2.7% | -14.8% | -13.7% |
| 30D | -28.7% | +6.3% | -35.1% | -32.2% |
| 3M | -16.4% | +11.1% | -27.5% | -24.9% |
| 6M | -1.8% | +29.2% | -31.0% | -24.7% |
| YTD | +157.1% | +30.2% | +126.8% | +95.6% |
| 1Y | +208.5% | +39.5% | +169.0% | +117.7% |
| 3Y | +906.2% | +92.3% | +813.8% | +432.3% |
| All | +906.2% | +86.3% | +819.8% | +432.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling