+323.8%
IVV vs MARA
-74.5%
+398.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.8% |
| 7D | +0.5% | +15.6% | -15.1% | 0.0% |
| 30D | -1.0% | +17.2% | -18.2% | -1.7% |
| 3M | +3.9% | -14.2% | +18.0% | +4.1% |
| 6M | +14.5% | +47.7% | -33.2% | +12.3% |
| YTD | +12.9% | +31.7% | -18.8% | +10.9% |
| 1Y | +19.4% | -22.2% | +41.5% | +19.0% |
| 3Y | +78.8% | +8.4% | +70.4% | +71.8% |
| 5Y | +82.2% | -68.3% | +150.5% | +74.1% |
| All | +323.8% | -74.5% | +398.3% | +279.1% |
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