+14.8%
IGV vs MARA
-90.4%
+105.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.1% |
| 7D | +2.3% | +10.1% | -7.7% | +0.9% |
| 30D | -6.0% | -15.1% | +9.1% | -4.4% |
| 3M | -4.8% | -24.1% | +19.3% | -2.6% |
| 6M | +14.2% | -45.2% | +59.4% | +20.6% |
| YTD | -4.2% | -22.2% | +17.9% | -5.2% |
| 1Y | -5.3% | -45.3% | +40.0% | -2.0% |
| 3Y | +38.8% | -23.9% | +62.6% | +20.7% |
| All | +14.8% | -90.4% | +105.2% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling