-90.5%
MARA vs IAG
+84.1%
-174.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +0.6% | +28.9% | -28.3% | -3.7% |
| 3M | -18.5% | +19.1% | -37.7% | -20.9% |
| 6M | +21.7% | -10.3% | +32.0% | +23.3% |
| YTD | +25.9% | +24.2% | +1.8% | +20.5% |
| 1Y | -25.1% | +116.5% | -141.6% | -34.8% |
| 3Y | -5.7% | +742.8% | -748.5% | -36.8% |
| 5Y | -73.9% | +753.3% | -827.3% | -83.2% |
| 10Y | -75.6% | +403.2% | -478.8% | -83.8% |
| All | -90.5% | +84.1% | -174.6% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling