+159.6%
MRVL vs IOT
+61.2%
+98.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +7.1% | +2.8% | +4.3% | +6.2% |
| 30D | +3.1% | -1.8% | +4.8% | +3.3% |
| 3M | -21.9% | +17.9% | -39.8% | -27.7% |
| 6M | +151.8% | +13.5% | +138.3% | +130.9% |
| YTD | +165.6% | +13.3% | +152.4% | +141.4% |
| 1Y | +242.3% | -3.3% | +245.6% | +226.7% |
| 3Y | +308.2% | +31.3% | +276.8% | +230.8% |
| All | +159.6% | +61.2% | +98.4% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling