-90.5%
MARA vs IBB
+430.8%
-521.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.4% |
| 7D | +6.0% | +1.4% | +4.6% | +4.1% |
| 30D | +0.6% | +10.5% | -9.9% | -11.8% |
| 3M | -18.5% | +23.6% | -42.2% | -38.3% |
| 6M | +21.7% | +22.6% | -0.9% | -6.5% |
| YTD | +25.9% | +25.7% | +0.3% | -5.7% |
| 1Y | -25.1% | +51.4% | -76.5% | -55.5% |
| 3Y | -5.7% | +64.4% | -70.1% | -46.3% |
| 5Y | -73.9% | +22.1% | -96.1% | -76.7% |
| 10Y | -75.6% | +132.5% | -208.1% | -85.2% |
| All | -90.5% | +430.8% | -521.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling