+1,173.1%
MRVL vs IGV
+355.7%
+817.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.4% |
| 7D | +11.0% | +2.3% | +8.7% | +8.6% |
| 30D | -36.1% | -6.0% | -30.1% | -30.3% |
| 3M | -29.4% | -4.8% | -24.6% | -25.6% |
| 6M | -11.9% | +14.2% | -26.1% | -25.9% |
| YTD | +84.8% | -4.2% | +89.0% | +83.3% |
| 1Y | +79.4% | -5.3% | +84.7% | +80.8% |
| 3Y | +195.7% | +38.8% | +157.0% | +102.7% |
| 5Y | +117.2% | +14.2% | +103.0% | +86.4% |
| All | +1,173.1% | +355.7% | +817.5% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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