+732.8%
IGV vs MARA
-77.7%
+810.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -2.0% |
| 7D | -3.3% | +15.6% | -19.0% | -3.8% |
| 30D | 0.0% | +17.2% | -17.3% | -0.7% |
| 3M | +7.3% | -14.2% | +21.5% | +7.6% |
| 6M | +16.7% | +47.7% | -31.0% | +14.6% |
| YTD | -2.8% | +31.7% | -34.6% | -4.5% |
| 1Y | -6.7% | -22.2% | +15.5% | -6.9% |
| 3Y | +41.1% | +8.4% | +32.7% | +36.4% |
| 5Y | +22.0% | -68.3% | +90.3% | +17.8% |
| 10Y | +357.9% | -74.9% | +432.8% | +305.2% |
| All | +732.8% | -77.7% | +810.5% | +631.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling