+362.4%
IWM vs MUB
+78.3%
+284.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | -1.5% | +4.4% | -5.8% | -3.5% |
| 3M | -8.0% | -0.2% | -7.8% | -7.9% |
| 6M | -4.1% | -0.6% | -3.5% | -3.8% |
| YTD | +11.9% | +0.3% | +11.6% | +11.8% |
| 1Y | +15.0% | +0.8% | +14.3% | +14.7% |
| 3Y | +64.2% | +12.0% | +52.2% | +56.3% |
| 5Y | +20.4% | +3.4% | +17.0% | +17.8% |
| 10Y | +168.0% | +20.7% | +147.3% | +158.7% |
| All | +362.4% | +78.3% | +284.1% | +324.6% |
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