+1,173.1%
MRVL vs IAG
+389.3%
+783.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.7% | -4.8% |
| 7D | +11.0% | -7.7% | +18.7% | +12.3% |
| 30D | -36.1% | +1.6% | -37.7% | -36.3% |
| 3M | -29.4% | -2.4% | -27.0% | -29.2% |
| 6M | -11.9% | -7.8% | -4.0% | -11.0% |
| YTD | +84.8% | +5.0% | +79.7% | +82.5% |
| 1Y | +79.4% | +25.7% | +53.7% | +73.4% |
| 3Y | +195.7% | +694.5% | -498.7% | +126.6% |
| 5Y | +117.2% | +421.7% | -304.5% | +64.6% |
| All | +1,173.1% | +389.3% | +783.9% | +864.8% |
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