-48.3%
MUZ vs IRM
-3.9%
-44.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.7% | +12.5% | +17.8% |
| 7D | +47.2% | +2.6% | +44.6% | +55.0% |
| 30D | +57.1% | +5.6% | +51.4% | +78.9% |
| 3M | -5.3% | -4.7% | -0.6% | -16.3% |
| All | -48.3% | -3.9% | -44.4% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling