+0.3%
MUB vs IRE
-97.7%
+98.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.8% | +15.4% | -0.4% |
| 7D | +0.6% | -41.9% | +42.5% | +0.7% |
| 30D | +3.4% | -75.1% | +78.5% | +3.6% |
| 3M | -0.7% | -82.4% | +81.7% | -0.4% |
| 6M | -1.0% | -95.5% | +94.6% | -0.5% |
| YTD | 0.0% | -93.1% | +93.0% | +0.3% |
| 1Y | +0.4% | -97.8% | +98.2% | +0.6% |
| All | +0.3% | -97.7% | +98.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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