+2,423.9%
MUU vs IAG
+332.0%
+2,091.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.1% | -8.0% |
| 7D | +3.6% | -4.1% | +7.6% | +6.3% |
| 30D | +22.3% | +10.6% | +11.7% | +14.2% |
| 3M | -8.2% | +35.4% | -43.6% | -23.0% |
| 6M | +256.3% | -9.5% | +265.9% | +267.9% |
| YTD | +534.4% | +21.8% | +512.6% | +460.1% |
| 1Y | +2,163.5% | +84.1% | +2,079.3% | +1,568.3% |
| All | +2,423.9% | +332.0% | +2,091.8% | +1,181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling