+38.2%
IWM vs MARA
-68.8%
+107.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | -1.1% | +13.8% | -15.0% | -2.7% |
| 30D | -3.1% | +24.7% | -27.8% | -6.0% |
| 3M | +2.2% | -10.4% | +12.7% | +2.4% |
| 6M | +15.1% | +37.6% | -22.6% | +8.9% |
| YTD | +18.6% | +32.7% | -14.2% | +11.6% |
| 1Y | +24.0% | -25.2% | +49.2% | +23.6% |
| 3Y | +63.7% | +9.3% | +54.5% | +42.9% |
| 5Y | +38.2% | -69.3% | +107.5% | +21.4% |
| All | +38.2% | -68.8% | +107.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling