+76.2%
MUB vs IAG
+147.7%
-71.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | +0.4% | +3.4% | -3.0% | +0.4% |
| 30D | +3.9% | -2.7% | +6.6% | +3.9% |
| 3M | -0.2% | -0.5% | +0.3% | -0.3% |
| 6M | -0.4% | -4.8% | +4.5% | -0.4% |
| YTD | +0.5% | +9.6% | -9.1% | +0.2% |
| 1Y | +0.7% | +32.2% | -31.5% | +0.2% |
| 3Y | +11.1% | +692.5% | -681.5% | +8.0% |
| 5Y | +3.7% | +447.6% | -443.9% | +0.8% |
| 10Y | +22.9% | +403.3% | -380.4% | +18.9% |
| All | +76.2% | +147.7% | -71.5% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling