+353.6%
IWM vs MARA
-78.7%
+432.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +0.1% | +6.0% | -5.9% | -0.1% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | +1.6% | -18.5% | +20.1% | +2.0% |
| 6M | +13.6% | +21.7% | -8.2% | +12.4% |
| YTD | +20.8% | +25.9% | -5.2% | +19.1% |
| 1Y | +26.4% | -25.1% | +51.6% | +26.4% |
| 3Y | +60.7% | -5.7% | +66.4% | +56.6% |
| 5Y | +38.2% | -73.9% | +112.1% | +34.4% |
| 10Y | +169.5% | -75.6% | +245.1% | +140.9% |
| All | +353.6% | -78.7% | +432.3% | +303.9% |
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