+75.4%
MUB vs IBB
+725.4%
-650.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +0.7% | -1.8% | +2.5% | +0.7% |
| 30D | +4.4% | +5.1% | -0.7% | +4.2% |
| 3M | -0.4% | +10.7% | -11.1% | -0.7% |
| 6M | -0.9% | +22.9% | -23.8% | -1.4% |
| YTD | +0.1% | +26.7% | -26.6% | -0.5% |
| 1Y | +0.5% | +35.1% | -34.6% | -0.2% |
| 3Y | +11.7% | +80.2% | -68.5% | +10.2% |
| 5Y | +3.2% | +37.8% | -34.7% | +2.1% |
| 10Y | +20.3% | +161.2% | -140.9% | +18.3% |
| All | +75.4% | +725.4% | -650.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling