+17.7%
MUB vs IVZ
+64.9%
-47.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.7% | +1.2% | -1.9% | -0.7% |
| 30D | -2.0% | +1.8% | -3.7% | -2.0% |
| 3M | -2.5% | +15.7% | -18.3% | -2.9% |
| 6M | -2.3% | +36.3% | -38.7% | -3.1% |
| YTD | -1.3% | +24.9% | -26.2% | -1.9% |
| 1Y | +1.1% | +48.9% | -47.8% | 0.0% |
| 3Y | +8.2% | +136.8% | -128.6% | +5.5% |
| 5Y | +1.5% | +60.0% | -58.5% | -0.6% |
| All | +17.7% | +64.9% | -47.3% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling