+38.4%
IGV vs MARA
+13.6%
+24.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.2% |
| 7D | -2.9% | +5.9% | -8.8% | -3.6% |
| 30D | -1.5% | +24.3% | -25.8% | -4.2% |
| 3M | +11.7% | -12.0% | +23.7% | +12.1% |
| 6M | +18.4% | +40.1% | -21.7% | +12.1% |
| YTD | -3.9% | +33.4% | -37.3% | -9.5% |
| 1Y | -9.7% | -23.7% | +14.1% | -10.3% |
| 3Y | +38.4% | +19.0% | +19.5% | +25.3% |
| All | +38.4% | +13.6% | +24.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling