+452.6%
IJR vs MUB
+75.4%
+377.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -3.6% | -2.0% | -1.7% | -2.7% |
| 3M | +2.3% | -2.5% | +4.9% | +3.6% |
| 6M | +14.3% | -2.3% | +16.7% | +15.7% |
| YTD | +19.3% | -1.3% | +20.6% | +20.1% |
| 1Y | +22.6% | +1.1% | +21.5% | +22.1% |
| 3Y | +53.5% | +8.2% | +45.3% | +48.4% |
| 5Y | +39.9% | +1.5% | +38.5% | +38.2% |
| 10Y | +172.1% | +17.6% | +154.5% | +164.6% |
| All | +452.6% | +75.4% | +377.3% | +410.5% |
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