+620.5%
IVV vs MUB
+77.8%
+542.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | -5.4% | +4.4% | -9.7% | -7.3% |
| 3M | -4.1% | -0.4% | -3.6% | -3.9% |
| 6M | +0.7% | -0.9% | +1.6% | +1.2% |
| YTD | +8.7% | +0.1% | +8.7% | +8.7% |
| 1Y | +11.0% | +0.5% | +10.5% | +10.8% |
| 3Y | +75.4% | +11.7% | +63.7% | +66.6% |
| 5Y | +68.3% | +3.2% | +65.2% | +65.1% |
| 10Y | +315.5% | +20.3% | +295.2% | +295.2% |
| All | +620.5% | +77.8% | +542.7% | +508.1% |
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