+82.7%
MRVL vs IEF
-1.9%
+84.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -7.9% |
| 7D | -36.5% | +0.9% | -37.4% | -37.5% |
| 30D | -41.1% | +3.1% | -44.2% | -45.5% |
| 3M | -26.9% | -1.4% | -25.5% | -22.5% |
| 6M | -2.3% | -1.6% | -0.8% | +4.2% |
| YTD | +88.4% | -2.1% | +90.5% | +104.1% |
| 1Y | +82.7% | -2.0% | +84.7% | +99.5% |
| All | +82.7% | -1.9% | +84.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling