+73.9%
MUB vs IBN
+358.2%
-284.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.9% | +1.4% | -2.3% | -0.9% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | -2.2% | +17.1% | -19.3% | -2.3% |
| 6M | -1.9% | +3.4% | -5.3% | -1.9% |
| YTD | -0.8% | +2.5% | -3.3% | -0.8% |
| 1Y | +2.7% | -4.2% | +6.9% | +2.8% |
| 3Y | +8.6% | +32.4% | -23.8% | +8.2% |
| 5Y | +2.0% | +59.2% | -57.1% | +1.4% |
| 10Y | +17.9% | +345.7% | -327.7% | +16.0% |
| All | +73.9% | +358.2% | -284.3% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling