+73.9%
MUB vs IAG
+180.8%
-106.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -0.9% | -0.5% | -0.3% | -0.9% |
| 30D | -1.4% | +28.9% | -30.3% | -1.7% |
| 3M | -2.2% | +19.1% | -21.3% | -2.4% |
| 6M | -1.9% | -10.3% | +8.4% | -1.9% |
| YTD | -0.8% | +24.2% | -25.0% | -1.2% |
| 1Y | +2.7% | +116.5% | -113.7% | +1.7% |
| 3Y | +8.6% | +742.8% | -734.2% | +5.5% |
| 5Y | +2.0% | +753.3% | -751.3% | -1.2% |
| 10Y | +17.9% | +403.2% | -385.3% | +14.0% |
| All | +73.9% | +180.8% | -106.9% | +67.9% |
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