+8.8%
MUB vs IAG
+797.8%
-789.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.3% | +4.3% | -4.5% | -0.3% |
| 30D | -1.5% | +9.8% | -11.3% | -1.7% |
| 3M | -1.9% | +28.9% | -30.8% | -2.3% |
| 6M | -1.7% | -7.6% | +5.9% | -1.8% |
| YTD | -0.8% | +22.0% | -22.7% | -1.2% |
| 1Y | +1.5% | +99.5% | -98.0% | +0.5% |
| 3Y | +8.8% | +818.3% | -809.5% | +4.3% |
| All | +8.8% | +797.8% | -789.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling