+73.9%
MUB vs IVZ
+184.0%
-110.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -1.4% | +4.0% | -5.4% | -1.5% |
| 3M | -2.2% | +18.2% | -20.3% | -2.3% |
| 6M | -1.9% | +32.8% | -34.7% | -2.2% |
| YTD | -0.8% | +28.7% | -29.5% | -1.0% |
| 1Y | +2.7% | +55.4% | -52.6% | +2.3% |
| 3Y | +8.6% | +135.2% | -126.6% | +7.6% |
| 5Y | +2.0% | +64.2% | -62.1% | +1.2% |
| 10Y | +17.9% | +64.6% | -46.7% | +15.7% |
| All | +73.9% | +184.0% | -110.1% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling