-93.6%
MARA vs IBB
+446.4%
-540.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +3.8% |
| 7D | +11.5% | -1.4% | +12.9% | +14.2% |
| 30D | -18.9% | +6.8% | -25.7% | -24.7% |
| 3M | -20.9% | +9.2% | -30.1% | -29.3% |
| 6M | -42.8% | +28.3% | -71.1% | -58.8% |
| YTD | -14.7% | +29.4% | -44.1% | -38.4% |
| 1Y | -47.6% | +33.2% | -80.8% | -63.5% |
| 3Y | -20.3% | +90.2% | -110.5% | -61.8% |
| 5Y | -89.2% | +44.0% | -133.2% | -91.8% |
| 10Y | -79.2% | +133.1% | -212.3% | -87.6% |
| All | -93.6% | +446.4% | -540.0% | -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