-90.5%
MARA vs IBN
+520.2%
-610.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.3% |
| 30D | +0.6% | -0.3% | +1.0% | +0.8% |
| 3M | -18.5% | +17.1% | -35.6% | -24.8% |
| 6M | +21.7% | +3.4% | +18.3% | +20.1% |
| YTD | +25.9% | +2.5% | +23.4% | +24.5% |
| 1Y | -25.1% | -4.2% | -21.0% | -24.0% |
| 3Y | -5.7% | +32.4% | -38.1% | -19.5% |
| 5Y | -73.9% | +59.2% | -133.1% | -78.4% |
| 10Y | -75.6% | +345.7% | -421.3% | -86.3% |
| All | -90.5% | +520.2% | -610.8% | -97.1% |
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