+75.3%
MUB vs IAG
+153.9%
-78.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.2% | -0.3% |
| 7D | +0.6% | +16.8% | -16.2% | +0.4% |
| 30D | +3.4% | -1.5% | +4.9% | +3.4% |
| 3M | -0.7% | +0.5% | -1.2% | -0.7% |
| 6M | -1.0% | -1.0% | 0.0% | -1.1% |
| YTD | 0.0% | +12.3% | -12.3% | -0.3% |
| 1Y | +0.4% | +39.2% | -38.9% | -0.2% |
| 3Y | +10.5% | +712.3% | -701.8% | +7.4% |
| 5Y | +3.1% | +484.2% | -481.1% | +0.1% |
| 10Y | +22.0% | +382.3% | -360.3% | +18.0% |
| All | +75.3% | +153.9% | -78.7% | +69.3% |
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