+5.7%
IYR vs MUB
+1.5%
+4.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.2% |
| 7D | -0.9% | -0.7% | -0.2% | +0.4% |
| 30D | -2.4% | -2.0% | -0.4% | +1.3% |
| 3M | -2.0% | -2.5% | +0.5% | +2.7% |
| 6M | +2.5% | -2.3% | +4.8% | +7.1% |
| YTD | +8.3% | -1.3% | +9.6% | +11.0% |
| 1Y | +6.5% | +1.1% | +5.3% | +4.4% |
| 3Y | +29.3% | +8.2% | +21.1% | +12.1% |
| 5Y | +5.7% | +1.5% | +4.2% | -8.9% |
| All | +5.7% | +1.5% | +4.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling