-89.2%
MARA vs IBB
+43.4%
-132.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +3.5% |
| 7D | +11.5% | -1.4% | +12.9% | +15.3% |
| 30D | -18.9% | +6.8% | -25.7% | -28.2% |
| 3M | -20.9% | +9.2% | -30.1% | -34.7% |
| 6M | -42.8% | +28.3% | -71.1% | -67.1% |
| YTD | -14.7% | +29.4% | -44.1% | -51.5% |
| 1Y | -47.6% | +33.2% | -80.8% | -72.0% |
| 3Y | -20.3% | +90.2% | -110.5% | -80.5% |
| 5Y | -89.2% | +44.0% | -133.2% | -94.1% |
| All | -89.2% | +43.4% | -132.5% | -94.1% |
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 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