+140.8%
IEMG vs MUB
+17.2%
+123.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -0.2% |
| 30D | +1.9% | -2.4% | +4.3% | +5.1% |
| 3M | +1.4% | -2.8% | +4.3% | +5.2% |
| 6M | +15.2% | -2.2% | +17.4% | +18.7% |
| YTD | +23.8% | -1.6% | +25.4% | +26.8% |
| 1Y | +30.7% | 0.0% | +30.6% | +31.2% |
| 3Y | +83.3% | +7.9% | +75.4% | +67.9% |
| 5Y | +48.8% | +1.2% | +47.5% | +47.1% |
| All | +140.8% | +17.2% | +123.6% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling