0.0%
MUB vs IRM
+22.0%
-22.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -2.4% | -7.4% | +5.0% | -2.2% |
| 3M | -2.8% | -7.4% | +4.5% | -2.7% |
| 6M | -2.2% | +8.7% | -10.9% | -2.5% |
| YTD | -1.6% | +40.9% | -42.5% | -2.3% |
| 1Y | 0.0% | +20.5% | -20.5% | -0.4% |
| All | 0.0% | +22.0% | -22.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling