+255.3%
MRVL vs IOT
-1.6%
+256.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +5.6% | -4.5% | +10.1% | +6.0% |
| 30D | +8.8% | -2.4% | +11.2% | +8.9% |
| 3M | -15.9% | +19.0% | -34.8% | -18.7% |
| 6M | +161.3% | +19.6% | +141.6% | +148.6% |
| YTD | +178.2% | +8.3% | +170.0% | +167.5% |
| 1Y | +255.3% | -0.8% | +256.1% | +261.8% |
| All | +255.3% | -1.6% | +256.9% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling