-25.1%
MARA vs IBB
+51.5%
-76.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.5% |
| 7D | +6.0% | +1.4% | +4.6% | +4.3% |
| 30D | +0.6% | +10.5% | -9.9% | -11.8% |
| 3M | -18.5% | +23.6% | -42.2% | -39.5% |
| 6M | +21.7% | +22.6% | -0.9% | -8.5% |
| YTD | +25.9% | +25.7% | +0.3% | -8.2% |
| 1Y | -25.1% | +51.4% | -76.5% | -57.1% |
| All | -25.1% | +51.5% | -76.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling