-75.3%
MARA vs IAG
+423.2%
-498.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.6% |
| 7D | -1.5% | -4.1% | +2.6% | -0.5% |
| 30D | +18.1% | +10.6% | +7.5% | +15.7% |
| 3M | -9.4% | +35.4% | -44.8% | -15.9% |
| 6M | +33.4% | -9.5% | +42.9% | +35.2% |
| YTD | +27.3% | +21.8% | +5.5% | +19.9% |
| 1Y | -27.9% | +84.1% | -112.1% | -38.5% |
| 3Y | +4.8% | +817.4% | -812.6% | -42.9% |
| 5Y | -68.0% | +830.1% | -898.1% | -83.6% |
| All | -75.3% | +423.2% | -498.5% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling