-58.7%
MARA vs IAG
+56.5%
-115.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.2% | -14.3% | -8.6% |
| 7D | -6.5% | +1.1% | -7.6% | -7.4% |
| 30D | -38.5% | -5.3% | -33.2% | -37.2% |
| 3M | -41.5% | +18.0% | -59.6% | -45.1% |
| 6M | -41.9% | +7.1% | -49.0% | -43.4% |
| YTD | -23.5% | +5.9% | -29.4% | -25.5% |
| 1Y | -58.7% | +59.4% | -118.1% | -71.2% |
| All | -58.7% | +56.5% | -115.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling