+47.0%
IEMG vs MUB
+0.7%
+46.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.1% |
| 7D | -0.9% | -1.2% | +0.4% | +0.7% |
| 30D | +2.1% | -2.8% | +4.9% | +5.8% |
| 3M | +4.6% | -3.1% | +7.6% | +8.8% |
| 6M | +14.0% | -2.9% | +16.9% | +18.5% |
| YTD | +22.3% | -2.0% | +24.4% | +26.1% |
| 1Y | +30.7% | 0.0% | +30.7% | +32.0% |
| 3Y | +83.2% | +7.4% | +75.8% | +71.0% |
| 5Y | +47.0% | +0.8% | +46.2% | +32.2% |
| All | +47.0% | +0.7% | +46.2% | +32.2% |
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 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