+356.3%
IGV vs MARA
-75.5%
+431.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.4% |
| 7D | -5.4% | -1.5% | -3.9% | -5.3% |
| 30D | -2.6% | +18.1% | -20.7% | -3.7% |
| 3M | +10.5% | -9.4% | +20.0% | +10.5% |
| 6M | +18.2% | +33.4% | -15.2% | +15.4% |
| YTD | -4.2% | +27.3% | -31.5% | -6.7% |
| 1Y | -9.8% | -27.9% | +18.1% | -9.8% |
| 3Y | +39.1% | +4.8% | +34.4% | +31.5% |
| 5Y | +21.2% | -68.0% | +89.2% | +14.2% |
| All | +356.3% | -75.5% | +431.8% | +286.7% |
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