+7.4%
MUB vs IFF
+29.7%
-22.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -1.1% |
| 30D | -2.8% | -1.1% | -1.6% | -2.7% |
| 3M | -3.1% | +13.8% | -16.9% | -3.6% |
| 6M | -2.9% | +16.7% | -19.5% | -3.6% |
| YTD | -2.0% | +26.1% | -28.1% | -3.2% |
| 1Y | 0.0% | +33.5% | -33.5% | -1.5% |
| All | +7.4% | +29.7% | -22.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling