+17.6%
MUB vs IOVA
+4.5%
+13.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.7% |
| 30D | -2.0% | +31.7% | -33.7% | -2.1% |
| 3M | -2.5% | +117.3% | -119.8% | -3.0% |
| 6M | -2.3% | +55.8% | -58.2% | -2.6% |
| YTD | -1.3% | +208.8% | -210.1% | -2.0% |
| 1Y | +1.1% | +255.7% | -254.6% | +0.3% |
| 3Y | +8.2% | +41.7% | -33.5% | +7.2% |
| 5Y | +1.5% | -64.9% | +66.4% | +0.8% |
| 10Y | +17.6% | +6.3% | +11.3% | +18.2% |
| All | +17.6% | +4.5% | +13.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling