+21.8%
MUB vs IBB
+133.1%
-111.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | +4.4% | +5.1% | -0.7% | +4.1% |
| 3M | -0.2% | +10.7% | -10.9% | -0.7% |
| 6M | -0.6% | +22.9% | -23.5% | -1.6% |
| YTD | +0.3% | +26.7% | -26.4% | -0.8% |
| 1Y | +0.8% | +35.1% | -34.3% | -0.7% |
| 3Y | +12.0% | +80.2% | -68.2% | +8.7% |
| 5Y | +3.4% | +37.8% | -34.4% | +1.3% |
| All | +21.8% | +133.1% | -111.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling