+19.0%
MARA vs IBKR
+291.8%
-272.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +2.6% |
| 7D | +5.9% | -1.3% | +7.3% | +7.4% |
| 30D | +24.3% | -0.2% | +24.5% | +24.7% |
| 3M | -12.0% | +3.0% | -14.9% | -14.3% |
| 6M | +40.1% | +33.9% | +6.3% | +4.6% |
| YTD | +33.4% | +42.5% | -9.1% | -5.0% |
| 1Y | -23.7% | +44.9% | -68.6% | -45.9% |
| 3Y | +19.0% | +293.0% | -274.0% | -66.4% |
| All | +19.0% | +291.8% | -272.9% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling