-45.5%
MUZ vs IBN
+30.3%
-75.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.7% | -14.4% | -13.7% |
| 7D | +14.0% | +14.6% | -0.6% | +5.5% |
| 30D | +57.6% | +23.5% | +34.1% | +52.8% |
| 3M | -3.1% | +14.0% | -17.1% | -15.2% |
| All | -45.5% | +30.3% | -75.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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