+1,173.1%
MRVL vs IBB
+126.8%
+1,046.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.2% | -4.2% |
| 7D | +11.0% | -0.5% | +11.5% | +11.9% |
| 30D | -36.1% | +4.6% | -40.6% | -38.2% |
| 3M | -29.4% | +6.8% | -36.3% | -33.7% |
| 6M | -11.9% | +23.1% | -35.0% | -28.7% |
| YTD | +84.8% | +26.0% | +58.8% | +45.9% |
| 1Y | +79.4% | +30.4% | +49.0% | +36.8% |
| 3Y | +195.7% | +85.4% | +110.3% | +59.0% |
| 5Y | +117.2% | +39.7% | +77.4% | +55.9% |
| All | +1,173.1% | +126.8% | +1,046.4% | +515.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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