+0.4%
MUB vs IRE
-97.2%
+97.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +39.6% | -39.5% | 0.0% |
| 7D | +0.7% | -27.2% | +27.9% | +0.7% |
| 30D | +4.4% | -75.1% | +79.5% | +4.6% |
| 3M | -0.4% | -77.9% | +77.4% | -0.2% |
| 6M | -0.9% | -94.6% | +93.7% | -0.5% |
| YTD | +0.1% | -91.5% | +91.6% | +0.4% |
| 1Y | +0.5% | -97.8% | +98.3% | +0.7% |
| All | +0.4% | -97.2% | +97.7% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling