+323.1%
MRVL vs IEMG
+83.7%
+239.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +1.7% |
| 7D | +5.6% | -1.3% | +6.9% | +8.3% |
| 30D | +8.8% | +1.9% | +6.8% | +5.7% |
| 3M | -15.9% | +1.4% | -17.3% | -14.7% |
| 6M | +161.3% | +15.2% | +146.1% | +117.7% |
| YTD | +178.2% | +23.8% | +154.4% | +100.9% |
| 1Y | +255.3% | +30.7% | +224.7% | +133.7% |
| 3Y | +323.1% | +83.3% | +239.8% | +55.9% |
| All | +323.1% | +83.7% | +239.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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