+5,802.2%
MU vs IRM
+9,964.6%
-4,162.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.3% |
| 7D | +9.0% | -0.5% | +9.4% | +9.2% |
| 30D | +13.8% | -8.1% | +21.9% | +18.3% |
| 3M | +2.1% | -9.7% | +11.7% | +7.7% |
| 6M | +153.8% | +10.0% | +143.8% | +144.8% |
| YTD | +256.4% | +43.0% | +213.4% | +203.3% |
| 1Y | +719.8% | +32.7% | +687.1% | +619.8% |
| 3Y | +1,360.4% | +102.7% | +1,257.6% | +944.4% |
| 5Y | +1,312.4% | +187.6% | +1,124.9% | +743.2% |
| 10Y | +6,142.6% | +420.1% | +5,722.5% | +2,561.5% |
| All | +5,802.2% | +9,964.6% | -4,162.4% | +1,023.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling