-90.0%
MARA vs IBKR
+2,756.9%
-2,846.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.0% |
| 7D | +5.9% | -1.3% | +7.3% | +7.1% |
| 30D | +24.3% | -0.2% | +24.5% | +24.8% |
| 3M | -12.0% | +3.0% | -14.9% | -13.6% |
| 6M | +40.1% | +33.9% | +6.3% | +11.9% |
| YTD | +33.4% | +42.5% | -9.1% | +2.9% |
| 1Y | -23.7% | +44.9% | -68.6% | -41.3% |
| 3Y | +19.0% | +293.0% | -274.0% | -56.4% |
| 5Y | -66.5% | +497.7% | -564.1% | -90.5% |
| 10Y | -73.4% | +1,004.4% | -1,077.8% | -93.5% |
| All | -90.0% | +2,756.9% | -2,846.9% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling