+1,925.8%
MRVL vs IAG
+427.6%
+1,498.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +5.6% | -1.1% | +6.7% | +5.8% |
| 30D | +8.8% | +12.1% | -3.4% | +7.1% |
| 3M | -15.9% | +25.5% | -41.4% | -18.6% |
| 6M | +161.3% | -7.1% | +168.4% | +162.1% |
| YTD | +178.2% | +22.9% | +155.4% | +169.0% |
| 1Y | +255.3% | +83.3% | +172.0% | +227.5% |
| 3Y | +323.1% | +808.5% | -485.4% | +220.4% |
| 5Y | +293.2% | +838.0% | -544.8% | +185.0% |
| All | +1,925.8% | +427.6% | +1,498.2% | +1,421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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