+40.1%
IJR vs MUB
+0.7%
+39.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | 0.0% |
| 7D | -2.3% | -1.2% | -1.1% | -0.9% |
| 30D | -4.7% | -2.8% | -1.9% | -1.5% |
| 3M | +2.1% | -3.1% | +5.2% | +6.0% |
| 6M | +13.9% | -2.9% | +16.7% | +17.9% |
| YTD | +18.2% | -2.0% | +20.3% | +21.3% |
| 1Y | +21.8% | 0.0% | +21.8% | +22.3% |
| 3Y | +52.2% | +7.4% | +44.8% | +40.6% |
| 5Y | +40.1% | +0.8% | +39.3% | +15.4% |
| All | +40.1% | +0.7% | +39.4% | +15.4% |
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 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