-73.6%
MARA vs IBB
+122.2%
-195.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +2.2% |
| 7D | +13.8% | -3.9% | +17.7% | +21.2% |
| 30D | +24.7% | +2.7% | +22.0% | +18.2% |
| 3M | -10.4% | +21.4% | -31.8% | -36.8% |
| 6M | +37.6% | +20.1% | +17.6% | -1.5% |
| YTD | +32.7% | +21.9% | +10.9% | -6.6% |
| 1Y | -25.2% | +44.1% | -69.3% | -60.5% |
| 3Y | +9.3% | +63.4% | -54.1% | -50.8% |
| 5Y | -69.3% | +19.8% | -89.1% | -73.7% |
| 10Y | -73.6% | +127.0% | -200.6% | -88.5% |
| All | -73.6% | +122.2% | -195.8% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling