+1,049.3%
IGV vs MUB
+76.3%
+973.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | +3.2% | -1.4% | +4.6% | +4.0% |
| 3M | +4.5% | -2.2% | +6.7% | +5.8% |
| 6M | +22.1% | -1.9% | +24.0% | +23.5% |
| YTD | -1.0% | -0.8% | -0.3% | -0.5% |
| 1Y | -2.1% | +2.7% | -4.8% | -3.4% |
| 3Y | +44.6% | +8.6% | +36.0% | +38.6% |
| 5Y | +22.2% | +2.0% | +20.1% | +19.9% |
| 10Y | +364.7% | +17.9% | +346.8% | +345.1% |
| All | +1,049.3% | +76.3% | +973.1% | +907.9% |
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