+936.9%
MU vs IBN
+1,726.4%
-789.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.6% |
| 7D | -22.0% | +15.1% | -37.1% | -26.4% |
| 30D | -36.6% | +21.6% | -58.2% | -41.6% |
| 3M | -21.7% | +11.2% | -32.9% | -25.5% |
| 6M | +3.5% | +27.8% | -24.2% | -6.7% |
| YTD | +141.9% | +14.7% | +127.3% | +127.0% |
| 1Y | +189.8% | +14.4% | +175.4% | +172.0% |
| 3Y | +855.4% | +52.1% | +803.3% | +692.7% |
| 5Y | +869.2% | +70.7% | +798.5% | +669.6% |
| 10Y | +4,142.8% | +385.5% | +3,757.3% | +1,998.0% |
| All | +936.9% | +1,726.4% | -789.4% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling