+1,925.8%
MRVL vs IEF
+3.8%
+1,922.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +5.6% | -1.3% | +7.0% | +5.1% |
| 30D | +8.8% | -1.7% | +10.5% | +8.1% |
| 3M | -15.9% | -2.5% | -13.3% | -16.6% |
| 6M | +161.3% | -3.3% | +164.5% | +157.5% |
| YTD | +178.2% | -2.8% | +181.1% | +174.9% |
| 1Y | +255.3% | -2.7% | +258.0% | +251.4% |
| 3Y | +323.1% | +8.9% | +314.2% | +338.0% |
| 5Y | +293.2% | -9.4% | +302.6% | +221.5% |
| All | +1,925.8% | +3.8% | +1,922.0% | +2,226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling