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  • MU vs IRM✓SelectedUSD · IRMMU vs IRM performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+719.8%
IRM return
+34.4%
Excess return
+685.4%
Maximum drawdown
-39.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+6.1%+1.6%+4.5%+5.0%
7D+9.0%-0.5%+9.4%+9.3%
30D+13.8%-8.1%+21.9%+20.6%
3M+2.1%-9.7%+11.7%+9.7%
6M+153.8%+10.0%+143.8%+150.7%
YTD+256.4%+43.0%+213.4%+211.6%
1Y+719.8%+32.7%+687.1%+658.9%
All+719.8%+34.4%+685.4%+658.9%

Cumulative growth

Daily Returns

Daily percentage return beside IRM.

Daily Out/Under-Performance

Portfolio return minus IRM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…

1y analysis · Full analysis span regression · 6 months rolling