-94.0%
MARA vs IBB
+434.6%
-528.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.8% | -3.3% |
| 7D | +22.4% | +1.6% | +20.8% | +20.2% |
| 30D | -21.0% | +6.7% | -27.7% | -26.6% |
| 3M | -25.3% | +6.3% | -31.6% | -30.9% |
| 6M | -43.4% | +23.9% | -67.3% | -57.3% |
| YTD | -19.8% | +26.6% | -46.4% | -40.4% |
| 1Y | -50.0% | +29.6% | -79.7% | -63.9% |
| 3Y | -25.1% | +86.1% | -111.1% | -63.1% |
| 5Y | -90.5% | +40.3% | -130.9% | -92.6% |
| 10Y | -80.4% | +128.1% | -208.5% | -88.0% |
| All | -94.0% | +434.6% | -528.6% | -98.9% |
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