-94.2%
MARA vs IAG
+55.7%
-149.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | +10.1% | -7.7% | +17.8% | +11.5% |
| 30D | -15.1% | +1.6% | -16.7% | -15.6% |
| 3M | -24.1% | -2.4% | -21.7% | -23.6% |
| 6M | -45.2% | -7.8% | -37.4% | -44.5% |
| YTD | -22.2% | +5.0% | -27.2% | -23.4% |
| 1Y | -45.3% | +25.7% | -71.0% | -47.8% |
| 3Y | -23.9% | +694.5% | -718.4% | -48.1% |
| 5Y | -90.8% | +421.7% | -512.5% | -93.6% |
| 10Y | -81.0% | +382.5% | -463.5% | -87.1% |
| All | -94.2% | +55.7% | -149.8% | -95.1% |
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