-37.5%
MUZ vs IAG
+18.5%
-56.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +7.2% | -17.1% | -2.7% |
| 7D | +45.8% | +21.4% | +24.4% | +75.8% |
| 30D | +99.8% | +4.0% | +95.8% | +106.7% |
| 3M | +12.0% | +17.0% | -5.0% | +43.8% |
| All | -37.5% | +18.5% | -56.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling