-69.3%
MARA vs IBB
+20.0%
-89.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +2.5% |
| 7D | +13.8% | -3.9% | +17.7% | +22.6% |
| 30D | +24.7% | +2.7% | +22.0% | +16.6% |
| 3M | -10.4% | +21.4% | -31.8% | -41.5% |
| 6M | +37.6% | +20.1% | +17.6% | -8.9% |
| YTD | +32.7% | +21.9% | +10.9% | -14.3% |
| 1Y | -25.2% | +44.1% | -69.3% | -66.4% |
| 3Y | +9.3% | +63.4% | -54.1% | -62.0% |
| 5Y | -69.3% | +19.8% | -89.1% | -77.3% |
| All | -69.3% | +20.0% | -89.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling