+118.8%
MRVL vs IAG
+421.7%
-302.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.7% | -4.9% |
| 7D | +11.0% | -7.7% | +18.7% | +12.8% |
| 30D | -36.1% | +1.6% | -37.7% | -36.4% |
| 3M | -29.4% | -2.4% | -27.0% | -29.1% |
| 6M | -11.9% | -7.8% | -4.0% | -10.8% |
| YTD | +84.8% | +5.0% | +79.7% | +81.4% |
| 1Y | +79.4% | +25.7% | +53.7% | +71.2% |
| 3Y | +195.7% | +694.5% | -498.7% | +106.1% |
| All | +118.8% | +421.7% | -302.8% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling