+73.9%
MUB vs IBB
+718.8%
-644.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.9% | +1.4% | -2.3% | -0.9% |
| 30D | -1.4% | +10.5% | -11.9% | -1.6% |
| 3M | -2.2% | +23.6% | -25.8% | -2.6% |
| 6M | -1.9% | +22.6% | -24.5% | -2.3% |
| YTD | -0.8% | +25.7% | -26.4% | -1.3% |
| 1Y | +2.7% | +51.4% | -48.6% | +1.8% |
| 3Y | +8.6% | +64.4% | -55.8% | +7.3% |
| 5Y | +2.0% | +22.1% | -20.1% | +1.2% |
| 10Y | +17.9% | +132.5% | -114.5% | +16.0% |
| All | +73.9% | +718.8% | -644.8% | +66.3% |
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