+73.9%
MUB vs IFF
+170.7%
-96.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | -1.9% | +18.6% | -20.5% | -2.3% |
| 6M | -1.7% | +17.4% | -19.1% | -2.1% |
| YTD | -0.8% | +28.5% | -29.3% | -1.3% |
| 1Y | +1.5% | +32.5% | -31.0% | +0.8% |
| 3Y | +8.8% | +34.1% | -25.3% | +8.0% |
| 5Y | +2.0% | -35.2% | +37.2% | +2.2% |
| 10Y | +18.0% | -21.1% | +39.1% | +17.3% |
| All | +73.9% | +170.7% | -96.8% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling