+12.0%
MUB vs IOVA
+85.3%
-73.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.1% |
| 7D | +0.7% | -5.2% | +5.9% | +0.7% |
| 30D | +4.4% | -37.8% | +42.1% | +4.5% |
| 3M | -0.2% | +29.5% | -29.6% | -0.4% |
| 6M | -0.6% | +96.6% | -97.2% | -1.0% |
| YTD | +0.3% | +194.5% | -194.2% | -0.3% |
| 1Y | +0.8% | +248.1% | -247.3% | 0.0% |
| 3Y | +12.0% | +86.1% | -74.1% | +10.9% |
| All | +12.0% | +85.3% | -73.2% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling