+18.4%
MARA vs IAG
+817.0%
-798.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.2% |
| 7D | +13.8% | +1.7% | +12.2% | +13.4% |
| 30D | +24.7% | +11.4% | +13.2% | +21.8% |
| 3M | -10.4% | +33.0% | -43.5% | -16.7% |
| 6M | +37.6% | -6.0% | +43.6% | +37.2% |
| YTD | +32.7% | +24.6% | +8.2% | +24.9% |
| 1Y | -25.2% | +105.0% | -130.2% | -35.9% |
| All | +18.4% | +817.0% | -798.6% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling