+50.3%
MUB vs IOVA
-92.3%
+142.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -0.2% | +29.5% | -29.6% | -0.2% |
| 6M | -0.6% | +96.6% | -97.2% | -0.6% |
| YTD | +0.3% | +194.5% | -194.2% | +0.3% |
| 1Y | +0.8% | +248.1% | -247.3% | +0.7% |
| 3Y | +12.0% | +86.1% | -74.1% | +11.9% |
| 5Y | +3.4% | -67.8% | +71.3% | +3.4% |
| 10Y | +20.7% | +38.6% | -18.0% | +20.8% |
| All | +50.3% | -92.3% | +142.6% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling