+1,427.5%
MU vs IBN
+1,532.9%
-105.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.4% |
| 7D | +9.0% | +1.4% | +7.6% | +8.4% |
| 30D | +13.8% | -0.3% | +14.1% | +13.9% |
| 3M | +2.1% | +17.1% | -15.0% | -3.9% |
| 6M | +153.8% | +3.4% | +150.4% | +149.9% |
| YTD | +256.4% | +2.5% | +253.9% | +252.0% |
| 1Y | +719.8% | -4.2% | +723.9% | +727.3% |
| 3Y | +1,360.4% | +32.4% | +1,328.0% | +1,187.9% |
| 5Y | +1,312.4% | +59.2% | +1,253.2% | +1,058.8% |
| 10Y | +6,142.6% | +345.7% | +5,796.9% | +3,101.6% |
| All | +1,427.5% | +1,532.9% | -105.4% | +276.9% |
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