+175.5%
IWM vs MUB
+18.0%
+157.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.8% |
| 30D | -2.3% | -1.5% | -0.7% | -0.5% |
| 3M | +4.0% | -1.9% | +5.9% | +6.4% |
| 6M | +17.9% | -1.7% | +19.6% | +20.5% |
| YTD | +20.2% | -0.8% | +21.0% | +21.5% |
| 1Y | +25.0% | +1.5% | +23.5% | +23.2% |
| 3Y | +66.0% | +8.8% | +57.2% | +51.3% |
| 5Y | +40.0% | +2.0% | +38.0% | +36.2% |
| All | +175.5% | +18.0% | +157.4% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling