+66.3%
IBIT vs MARA
-56.3%
+122.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +1.1% | +13.8% | -12.7% | -3.4% |
| 30D | +22.2% | +24.7% | -2.4% | +12.3% |
| 3M | +26.0% | -10.4% | +36.5% | +26.9% |
| 6M | +13.2% | +37.6% | -24.5% | -4.5% |
| YTD | -10.8% | +32.7% | -43.5% | -24.6% |
| 1Y | -29.9% | -25.2% | -4.8% | -29.3% |
| All | +66.3% | -56.3% | +122.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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