+2,682.9%
MRVL vs IAG
+377.5%
+2,305.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.2% | +9.2% | +7.3% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | +5.9% | +28.9% | -22.9% | +2.8% |
| 3M | -29.3% | +19.1% | -48.5% | -30.7% |
| 6M | +186.5% | -10.3% | +196.7% | +189.2% |
| YTD | +163.4% | +24.2% | +139.3% | +155.5% |
| 1Y | +249.5% | +116.5% | +133.0% | +218.5% |
| 3Y | +289.4% | +742.8% | -453.4% | +200.1% |
| 5Y | +270.2% | +753.3% | -483.1% | +175.0% |
| 10Y | +1,748.8% | +403.2% | +1,345.6% | +1,248.1% |
| All | +2,682.9% | +377.5% | +2,305.4% | +1,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling