-45.5%
MUZ vs IRM
-10.2%
-35.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +4.1% | -16.8% | -3.0% |
| 7D | +14.0% | -3.8% | +17.7% | +11.1% |
| 30D | +57.6% | -3.2% | +60.8% | +58.0% |
| 3M | -3.1% | -7.8% | +4.7% | -13.0% |
| All | -45.5% | -10.2% | -35.3% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling