+335.0%
IWM vs MARA
-85.6%
+420.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.8% |
| 7D | -0.3% | +11.5% | -11.8% | -0.7% |
| 30D | +1.9% | -18.9% | +20.7% | +2.4% |
| 3M | -5.7% | -20.9% | +15.2% | -5.3% |
| 6M | -0.3% | -42.8% | +42.5% | +1.0% |
| YTD | +15.8% | -14.7% | +30.5% | +15.4% |
| 1Y | +17.1% | -47.6% | +64.7% | +18.4% |
| 3Y | +73.1% | -20.3% | +93.4% | +69.8% |
| 5Y | +25.9% | -89.2% | +115.0% | +25.0% |
| 10Y | +151.9% | -79.2% | +231.1% | +127.3% |
| All | +335.0% | -85.6% | +420.5% | +291.5% |
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