+2.6%
MUB vs IWD
+72.9%
-70.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.3% | +2.3% | -3.5% | -1.4% |
| 30D | +2.2% | +3.6% | -1.4% | +1.9% |
| 3M | -1.6% | +2.2% | -3.8% | -1.8% |
| 6M | -1.3% | +13.0% | -14.2% | -2.1% |
| YTD | -0.7% | +26.5% | -27.2% | -2.2% |
| 1Y | -0.2% | +30.1% | -30.3% | -1.9% |
| 3Y | +9.6% | +84.9% | -75.2% | +5.3% |
| All | +2.6% | +72.9% | -70.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 5y: compounded portfolio wealth divided by compounded IWD 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…
5y analysis · Full analysis span regression · 6 months rolling