-0.3%
MUB vs IRE
-98.1%
+97.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +14.0% | -0.3% |
| 7D | -1.3% | -31.8% | +30.6% | -1.2% |
| 30D | +2.2% | -71.8% | +73.9% | +2.4% |
| 3M | -1.6% | -88.9% | +87.3% | -1.3% |
| 6M | -1.3% | -95.4% | +94.1% | -0.8% |
| YTD | -0.7% | -94.2% | +93.6% | -0.3% |
| 1Y | -0.2% | -97.1% | +96.9% | +0.1% |
| All | -0.3% | -98.1% | +97.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling