+16.8%
MUB vs IVZ
+64.1%
-47.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -1.2% |
| 30D | -2.8% | +2.5% | -5.3% | -2.8% |
| 3M | -3.1% | +17.1% | -20.1% | -3.4% |
| 6M | -2.9% | +35.1% | -38.0% | -3.6% |
| YTD | -2.0% | +24.3% | -26.3% | -2.6% |
| 1Y | 0.0% | +48.7% | -48.7% | -1.1% |
| 3Y | +7.4% | +135.6% | -128.2% | +4.7% |
| 5Y | +0.8% | +60.3% | -59.5% | -1.2% |
| All | +16.8% | +64.1% | -47.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling