+398.8%
IWM vs MUB
+76.3%
+322.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -0.9% | +0.9% | +0.5% |
| 30D | -1.3% | -1.4% | +0.2% | -0.6% |
| 3M | +1.6% | -2.2% | +3.8% | +2.7% |
| 6M | +13.6% | -1.9% | +15.4% | +14.7% |
| YTD | +20.8% | -0.8% | +21.5% | +21.3% |
| 1Y | +26.4% | +2.7% | +23.7% | +25.0% |
| 3Y | +60.7% | +8.6% | +52.1% | +55.1% |
| 5Y | +38.2% | +2.0% | +36.1% | +36.1% |
| 10Y | +169.5% | +17.9% | +151.6% | +161.5% |
| All | +398.8% | +76.3% | +322.6% | +360.7% |
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 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