-23.9%
MARA vs IAG
+663.0%
-686.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | +10.1% | -7.7% | +17.8% | +12.3% |
| 30D | -15.1% | +1.6% | -16.7% | -16.0% |
| 3M | -24.1% | -2.4% | -21.7% | -23.3% |
| 6M | -45.2% | -7.8% | -37.4% | -44.3% |
| YTD | -22.2% | +5.0% | -27.2% | -23.6% |
| 1Y | -45.3% | +25.7% | -71.0% | -48.4% |
| 3Y | -23.9% | +694.5% | -718.4% | -56.6% |
| All | -23.9% | +663.0% | -686.9% | -56.6% |
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