-94.2%
MARA vs IBN
+606.6%
-700.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | +1.9% | +8.2% | +9.2% |
| 30D | -15.1% | +22.1% | -37.2% | -23.9% |
| 3M | -24.1% | +17.1% | -41.2% | -30.6% |
| 6M | -45.2% | +35.5% | -80.7% | -53.4% |
| YTD | -22.2% | +16.8% | -39.0% | -28.6% |
| 1Y | -45.3% | +12.4% | -57.7% | -48.8% |
| 3Y | -23.9% | +58.0% | -81.9% | -41.2% |
| 5Y | -90.8% | +73.7% | -164.5% | -92.8% |
| 10Y | -81.0% | +385.6% | -466.6% | -89.9% |
| All | -94.2% | +606.6% | -700.8% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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