+591.8%
IVV vs MARA
-88.0%
+679.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.7% | +0.2% |
| 7D | -2.7% | -6.2% | +3.5% | -2.6% |
| 30D | -5.4% | -38.7% | +33.3% | -4.4% |
| 3M | -4.1% | -40.4% | +36.3% | -3.1% |
| 6M | +0.7% | -51.3% | +52.0% | +2.0% |
| YTD | +8.7% | -29.3% | +38.0% | +8.9% |
| 1Y | +11.0% | -60.2% | +71.2% | +12.5% |
| 3Y | +75.4% | -31.3% | +106.7% | +73.0% |
| 5Y | +68.3% | -90.1% | +158.4% | +67.2% |
| 10Y | +315.5% | -81.2% | +396.7% | +282.0% |
| All | +591.8% | -88.0% | +679.9% | +533.4% |
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 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