+321.2%
MRVL vs IEF
+10.0%
+311.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.3% |
| 7D | +13.8% | -0.3% | +14.1% | +13.8% |
| 30D | +12.7% | -0.6% | +13.3% | +12.7% |
| 3M | -11.9% | -1.0% | -10.9% | -11.9% |
| 6M | +153.8% | -3.1% | +156.9% | +151.7% |
| YTD | +177.0% | -1.9% | +178.8% | +176.2% |
| 1Y | +252.3% | -1.4% | +253.7% | +252.5% |
| All | +321.2% | +10.0% | +311.1% | +306.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling