+1,173.1%
MRVL vs IVZ
+43.7%
+1,129.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.0% | -6.0% |
| 7D | +11.0% | +7.6% | +3.4% | +6.7% |
| 30D | -36.1% | +4.3% | -40.4% | -37.3% |
| 3M | -29.4% | -9.3% | -20.1% | -25.3% |
| 6M | -11.9% | +5.2% | -17.1% | -13.7% |
| YTD | +84.8% | +13.4% | +71.3% | +72.3% |
| 1Y | +79.4% | +25.4% | +54.0% | +58.4% |
| 3Y | +195.7% | +152.5% | +43.3% | +81.1% |
| 5Y | +117.2% | +36.7% | +80.5% | +74.8% |
| All | +1,173.1% | +43.7% | +1,129.5% | +858.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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