+26.4%
IWM vs MUB
+2.9%
+23.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +0.1% | -0.9% | +0.9% | +2.1% |
| 30D | -1.3% | -1.4% | +0.2% | +2.0% |
| 3M | +1.6% | -2.2% | +3.8% | +6.8% |
| 6M | +13.6% | -1.9% | +15.4% | +17.6% |
| YTD | +20.8% | -0.8% | +21.5% | +24.4% |
| 1Y | +26.4% | +2.7% | +23.7% | +27.1% |
| All | +26.4% | +2.9% | +23.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling