+622.8%
IVV vs MARA
-78.7%
+701.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | +0.1% | +6.0% | -5.9% | 0.0% |
| 30D | +0.1% | +0.6% | -0.6% | 0.0% |
| 3M | +2.0% | -18.5% | +20.5% | +2.2% |
| 6M | +13.0% | +21.7% | -8.7% | +12.2% |
| YTD | +13.6% | +25.9% | -12.4% | +12.4% |
| 1Y | +20.1% | -25.1% | +45.2% | +20.0% |
| 3Y | +77.6% | -5.7% | +83.4% | +73.8% |
| 5Y | +82.5% | -73.9% | +156.4% | +78.0% |
| 10Y | +316.5% | -75.6% | +392.2% | +279.0% |
| All | +622.8% | -78.7% | +701.4% | +553.8% |
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