-79.2%
MARA vs IBB
+133.2%
-212.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +3.6% |
| 7D | +11.5% | -1.4% | +12.9% | +14.9% |
| 30D | -18.9% | +6.8% | -25.7% | -26.9% |
| 3M | -20.9% | +9.2% | -30.1% | -32.6% |
| 6M | -42.8% | +28.3% | -71.1% | -63.9% |
| YTD | -14.7% | +29.4% | -44.1% | -46.4% |
| 1Y | -47.6% | +33.2% | -80.8% | -68.7% |
| 3Y | -20.3% | +90.2% | -110.5% | -73.0% |
| 5Y | -89.2% | +44.0% | -133.2% | -93.1% |
| 10Y | -79.2% | +133.1% | -212.3% | -92.4% |
| All | -79.2% | +133.2% | -212.4% | -92.4% |
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