+652.7%
IVV vs MUB
+76.3%
+576.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | +0.1% | -1.4% | +1.5% | +0.8% |
| 3M | +2.0% | -2.2% | +4.1% | +3.1% |
| 6M | +13.0% | -1.9% | +14.9% | +14.1% |
| YTD | +13.6% | -0.8% | +14.4% | +14.1% |
| 1Y | +20.1% | +2.7% | +17.3% | +18.6% |
| 3Y | +77.6% | +8.6% | +69.0% | +70.9% |
| 5Y | +82.5% | +2.0% | +80.4% | +79.9% |
| 10Y | +316.5% | +17.9% | +298.6% | +298.2% |
| All | +652.7% | +76.3% | +576.4% | +538.0% |
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 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