+278.0%
MRVL vs IYR
+4.5%
+273.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.5% |
| 7D | +8.7% | -2.8% | +11.5% | +11.6% |
| 30D | +6.9% | -2.5% | +9.4% | +9.6% |
| 3M | -10.1% | -3.0% | -7.2% | -9.3% |
| 6M | +143.4% | +1.6% | +141.8% | +132.7% |
| YTD | +167.5% | +7.3% | +160.2% | +139.8% |
| 1Y | +239.0% | +5.6% | +233.3% | +207.3% |
| 3Y | +311.0% | +28.1% | +282.8% | +185.3% |
| 5Y | +278.0% | +6.1% | +271.9% | +259.5% |
| All | +278.0% | +4.5% | +273.5% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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