+215.7%
IEFA vs MUB
+32.1%
+183.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -0.6% | -1.5% | +1.0% | +0.7% |
| 3M | +6.2% | -1.9% | +8.1% | +8.0% |
| 6M | +11.2% | -1.7% | +12.9% | +12.9% |
| YTD | +14.2% | -0.8% | +15.0% | +15.1% |
| 1Y | +20.0% | +1.5% | +18.5% | +18.8% |
| 3Y | +68.8% | +8.8% | +60.0% | +58.3% |
| 5Y | +52.7% | +2.0% | +50.7% | +49.3% |
| 10Y | +144.2% | +18.0% | +126.3% | +132.4% |
| All | +215.7% | +32.1% | +183.6% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling