+0.3%
MUB vs IRE
-98.0%
+98.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -33.9% | +34.4% | +0.5% |
| 7D | +0.9% | -57.1% | +58.1% | +1.0% |
| 30D | +3.8% | -84.4% | +88.2% | +4.1% |
| 3M | -0.7% | -85.0% | +84.3% | -0.4% |
| 6M | -0.8% | -95.2% | +94.5% | -0.3% |
| YTD | 0.0% | -93.9% | +93.9% | +0.3% |
| 1Y | +0.6% | -98.8% | +99.5% | +0.8% |
| All | +0.3% | -98.0% | +98.3% | +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 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