+121.8%
IP vs MUB
+77.6%
+44.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -5.0% | +0.9% | -5.9% | -5.5% |
| 30D | +6.5% | +3.8% | +2.8% | +4.1% |
| 3M | -18.0% | -0.7% | -17.4% | -17.7% |
| 6M | +10.3% | -0.8% | +11.1% | +11.0% |
| YTD | -9.9% | 0.0% | -9.9% | -9.7% |
| 1Y | -1.1% | +0.6% | -1.7% | -1.2% |
| 3Y | +13.0% | +11.4% | +1.7% | +7.0% |
| 5Y | -12.3% | +3.1% | -15.3% | -13.9% |
| 10Y | +26.8% | +20.2% | +6.6% | +18.6% |
| All | +121.8% | +77.6% | +44.2% | +66.2% |
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 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