+322.1%
IVV vs MARA
-74.3%
+396.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -0.4% | +13.8% | -14.2% | -0.8% |
| 30D | -1.4% | +24.7% | -26.1% | -2.3% |
| 3M | +3.7% | -10.4% | +14.1% | +3.8% |
| 6M | +13.0% | +37.6% | -24.6% | +11.2% |
| YTD | +12.4% | +32.7% | -20.3% | +10.4% |
| 1Y | +18.6% | -25.2% | +43.8% | +18.4% |
| 3Y | +78.1% | +9.3% | +68.8% | +71.1% |
| 5Y | +82.3% | -69.3% | +151.6% | +74.3% |
| 10Y | +322.1% | -73.6% | +395.7% | +277.4% |
| All | +322.1% | -74.3% | +396.4% | +277.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling