+66.0%
IWM vs MARA
-0.2%
+66.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.0% |
| 7D | +1.4% | +15.6% | -14.2% | -0.5% |
| 30D | -2.3% | +17.2% | -19.5% | -4.6% |
| 3M | +4.0% | -14.2% | +18.1% | +4.7% |
| 6M | +17.9% | +47.7% | -29.8% | +10.3% |
| YTD | +20.2% | +31.7% | -11.5% | +12.8% |
| 1Y | +25.0% | -22.2% | +47.1% | +24.0% |
| 3Y | +66.0% | +8.4% | +57.6% | +46.4% |
| All | +66.0% | -0.2% | +66.2% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling