+75.3%
MUB vs IVZ
+148.0%
-72.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +2.2% | -1.5% | +0.6% |
| 30D | +3.4% | -2.2% | +5.6% | +3.4% |
| 3M | -0.7% | -8.4% | +7.7% | -0.6% |
| 6M | -1.0% | +6.2% | -7.1% | -1.0% |
| YTD | 0.0% | +12.4% | -12.4% | -0.2% |
| 1Y | +0.4% | +26.0% | -25.6% | +0.1% |
| 3Y | +10.5% | +147.9% | -137.4% | +9.4% |
| 5Y | +3.1% | +38.8% | -35.7% | +2.4% |
| 10Y | +22.0% | +44.6% | -22.5% | +19.9% |
| All | +75.3% | +148.0% | -72.7% | +72.5% |
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