-66.3%
MARA vs IAG
+820.9%
-887.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.5% |
| 7D | +5.9% | -1.1% | +7.0% | +6.3% |
| 30D | +24.3% | +12.1% | +12.2% | +20.6% |
| 3M | -12.0% | +25.5% | -37.5% | -18.1% |
| 6M | +40.1% | -7.1% | +47.2% | +41.1% |
| YTD | +33.4% | +22.9% | +10.5% | +22.9% |
| 1Y | -23.7% | +83.3% | -107.1% | -37.9% |
| 3Y | +19.0% | +808.5% | -789.6% | -48.9% |
| All | -66.3% | +820.9% | -887.2% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling