-58.7%
MARA vs IBB
+42.2%
-100.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -6.6% |
| 7D | -6.5% | +2.2% | -8.7% | -8.6% |
| 30D | -38.5% | +6.3% | -44.8% | -42.0% |
| 3M | -41.5% | +16.3% | -57.8% | -51.1% |
| 6M | -41.9% | +30.0% | -71.9% | -58.6% |
| YTD | -23.5% | +31.1% | -54.6% | -45.6% |
| 1Y | -58.7% | +42.0% | -100.6% | -73.8% |
| All | -58.7% | +42.2% | -100.9% | -73.8% |
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