+3,503.0%
MRVL vs IEMG
+142.6%
+3,360.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.9% |
| 7D | +13.8% | +1.6% | +12.2% | +11.7% |
| 30D | +12.7% | +4.6% | +8.0% | +7.2% |
| 3M | -11.9% | +4.8% | -16.8% | -13.6% |
| 6M | +153.8% | +16.8% | +137.0% | +124.0% |
| YTD | +177.0% | +24.8% | +152.1% | +126.5% |
| 1Y | +252.3% | +34.3% | +218.0% | +166.8% |
| 3Y | +325.5% | +87.0% | +238.6% | +134.3% |
| 5Y | +290.9% | +49.9% | +240.9% | +177.4% |
| 10Y | +1,954.1% | +144.8% | +1,809.4% | +928.3% |
| All | +3,503.0% | +142.6% | +3,360.4% | +1,567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling