+80.6%
MRVL vs IOT
+66.1%
+14.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +11.0% | +0.9% | +10.1% | +10.8% |
| 30D | -36.1% | +1.4% | -37.5% | -36.3% |
| 3M | -29.4% | +0.5% | -30.0% | -30.3% |
| 6M | -11.9% | +50.3% | -62.2% | -26.0% |
| YTD | +84.8% | +16.7% | +68.1% | +65.2% |
| 1Y | +79.4% | +6.8% | +72.6% | +65.0% |
| 3Y | +195.7% | +75.5% | +120.3% | +116.5% |
| All | +80.6% | +66.1% | +14.5% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling