-37.5%
MUZ vs IBN
+28.2%
-65.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.2% | -14.0% | -12.6% |
| 7D | +45.8% | +15.1% | +30.7% | +36.5% |
| 30D | +99.8% | +21.6% | +78.2% | +96.0% |
| 3M | +12.0% | +11.2% | +0.8% | -2.5% |
| All | -37.5% | +28.2% | -65.7% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling