+608.1%
IVV vs MARA
-87.5%
+695.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +2.2% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | -3.3% | -31.2% | +27.9% | -2.6% |
| 3M | -2.4% | -34.2% | +31.8% | -1.6% |
| 6M | +2.6% | -48.7% | +51.3% | +3.8% |
| YTD | +11.3% | -26.1% | +37.4% | +11.4% |
| 1Y | +13.4% | -58.2% | +71.6% | +14.8% |
| 3Y | +80.3% | -28.1% | +108.4% | +77.7% |
| 5Y | +72.7% | -91.3% | +164.0% | +71.8% |
| 10Y | +309.6% | -82.1% | +391.8% | +276.4% |
| All | +608.1% | -87.5% | +695.6% | +547.6% |
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