+1,384.0%
MU vs IFF
+30.1%
+1,353.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.1% |
| 7D | +7.5% | -3.0% | +10.5% | +8.3% |
| 30D | +19.4% | -0.9% | +20.3% | +19.5% |
| 3M | +9.8% | +11.8% | -2.0% | +5.6% |
| 6M | +164.1% | +16.5% | +147.6% | +149.2% |
| YTD | +260.3% | +26.5% | +233.8% | +227.5% |
| 1Y | +661.2% | +32.7% | +628.5% | +576.7% |
| All | +1,384.0% | +30.1% | +1,353.9% | +1,247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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