-23.7%
MARA vs IEF
-2.7%
-21.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +5.2% |
| 7D | +5.9% | -1.3% | +7.3% | +8.8% |
| 30D | +24.3% | -1.7% | +26.0% | +28.6% |
| 3M | -12.0% | -2.5% | -9.4% | -7.4% |
| 6M | +40.1% | -3.3% | +43.4% | +45.5% |
| YTD | +33.4% | -2.8% | +36.2% | +42.2% |
| 1Y | -23.7% | -2.7% | -21.0% | -13.4% |
| All | -23.7% | -2.7% | -21.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling