+3.1%
MUB vs IBN
+73.9%
-70.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.5% |
| 7D | +0.6% | +15.8% | -15.1% | +0.2% |
| 30D | +3.4% | +25.1% | -21.6% | +2.8% |
| 3M | -0.7% | +16.0% | -16.6% | -1.1% |
| 6M | -1.0% | +32.8% | -33.7% | -1.7% |
| YTD | 0.0% | +18.0% | -18.0% | -0.6% |
| 1Y | +0.4% | +15.9% | -15.5% | -0.1% |
| 3Y | +10.5% | +57.6% | -47.2% | +9.1% |
| 5Y | +3.1% | +74.7% | -71.6% | +1.5% |
| All | +3.1% | +73.9% | -70.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling