+76.2%
MUB vs IBN
+425.3%
-349.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.4% | +11.1% | -10.7% | +0.3% |
| 30D | +3.9% | +23.9% | -19.9% | +3.6% |
| 3M | -0.2% | +16.3% | -16.5% | -0.4% |
| 6M | -0.4% | +34.2% | -34.6% | -0.7% |
| YTD | +0.5% | +17.6% | -17.0% | +0.3% |
| 1Y | +0.7% | +13.8% | -13.2% | +0.5% |
| 3Y | +11.1% | +57.0% | -45.9% | +10.5% |
| 5Y | +3.7% | +75.3% | -71.6% | +3.0% |
| 10Y | +22.9% | +388.7% | -365.7% | +20.7% |
| All | +76.2% | +425.3% | -349.1% | +68.2% |
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