+165.3%
IWM vs MARA
-75.5%
+240.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | -2.5% | -1.5% | -1.1% | -2.5% |
| 30D | -4.4% | +18.1% | -22.5% | -5.4% |
| 3M | +2.2% | -9.4% | +11.7% | +2.3% |
| 6M | +14.0% | +33.4% | -19.3% | +11.5% |
| YTD | +17.4% | +27.3% | -9.9% | +14.6% |
| 1Y | +22.9% | -27.9% | +50.9% | +23.1% |
| 3Y | +62.1% | +4.8% | +57.3% | +54.5% |
| 5Y | +38.2% | -68.0% | +106.2% | +31.0% |
| All | +165.3% | -75.5% | +240.7% | +135.7% |
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