+321.2%
MRVL vs IAG
+817.0%
-495.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.1% | +3.8% |
| 7D | +13.8% | +1.7% | +12.1% | +13.3% |
| 30D | +12.7% | +11.4% | +1.2% | +9.9% |
| 3M | -11.9% | +33.0% | -45.0% | -17.6% |
| 6M | +153.8% | -6.0% | +159.8% | +151.9% |
| YTD | +177.0% | +24.6% | +152.4% | +160.8% |
| 1Y | +252.3% | +105.0% | +147.4% | +205.0% |
| All | +321.2% | +817.0% | -495.8% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling