+8.8%
MUB vs IBB
+64.8%
-56.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | -1.5% | +4.9% | -6.4% | -1.8% |
| 3M | -1.9% | +24.2% | -26.2% | -3.2% |
| 6M | -1.7% | +23.8% | -25.6% | -3.0% |
| YTD | -0.8% | +23.0% | -23.7% | -2.1% |
| 1Y | +1.5% | +46.2% | -44.7% | -0.9% |
| 3Y | +8.8% | +64.8% | -56.0% | +3.8% |
| All | +8.8% | +64.8% | -56.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling