+1,315.7%
MU vs IBN
+61.6%
+1,254.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +9.0% | +1.4% | +7.6% | +8.2% |
| 30D | +13.8% | -0.3% | +14.1% | +13.9% |
| 3M | +2.1% | +17.1% | -15.0% | -5.5% |
| 6M | +153.8% | +3.4% | +150.4% | +148.9% |
| YTD | +256.4% | +2.5% | +253.9% | +250.7% |
| 1Y | +719.8% | -4.2% | +723.9% | +728.9% |
| 3Y | +1,360.4% | +32.4% | +1,328.0% | +1,098.7% |
| All | +1,315.7% | +61.6% | +1,254.1% | +879.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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