-9.2%
IEF vs MUB
+0.7%
-10.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | +0.2% |
| 7D | -1.2% | -1.2% | 0.0% | +0.5% |
| 30D | -1.5% | -2.8% | +1.3% | +2.5% |
| 3M | -1.7% | -3.1% | +1.4% | +2.7% |
| 6M | -3.5% | -2.9% | -0.7% | +0.5% |
| YTD | -2.6% | -2.0% | -0.6% | +0.2% |
| 1Y | -2.4% | 0.0% | -2.4% | -2.4% |
| 3Y | +8.9% | +7.4% | +1.5% | -2.5% |
| 5Y | -9.2% | +0.8% | -10.0% | -6.1% |
| All | -9.2% | +0.7% | -10.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 5y: compounded portfolio wealth divided by compounded MUB 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…
5y analysis · Full analysis span regression · 6 months rolling