-13.6%
IP vs MUB
+2.5%
-16.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | -0.3% | -1.3% | +1.0% | +1.2% |
| 30D | +7.9% | +2.2% | +5.8% | +5.2% |
| 3M | -15.3% | -1.6% | -13.7% | -13.8% |
| 6M | +10.5% | -1.3% | +11.8% | +12.3% |
| YTD | -9.4% | -0.7% | -8.7% | -8.3% |
| 1Y | -4.6% | -0.2% | -4.4% | -3.8% |
| 3Y | +21.2% | +9.6% | +11.6% | +14.2% |
| All | -13.6% | +2.5% | -16.1% | -33.0% |
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