+285.6%
MRVL vs IJH
+48.0%
+237.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +2.6% |
| 7D | +5.6% | -1.9% | +7.5% | +9.2% |
| 30D | +8.8% | -4.6% | +13.4% | +18.7% |
| 3M | -15.9% | -1.2% | -14.7% | -12.7% |
| 6M | +161.3% | +9.4% | +151.8% | +132.7% |
| YTD | +178.2% | +13.3% | +164.9% | +131.2% |
| 1Y | +255.3% | +13.4% | +241.9% | +195.4% |
| 3Y | +323.1% | +50.4% | +272.7% | +123.9% |
| All | +285.6% | +48.0% | +237.6% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling