-66.3%
MARA vs IEF
-9.5%
-56.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | -1.3% | +7.3% | +6.8% |
| 30D | +24.3% | -1.7% | +26.0% | +25.7% |
| 3M | -12.0% | -2.5% | -9.4% | -10.5% |
| 6M | +40.1% | -3.3% | +43.4% | +43.2% |
| YTD | +33.4% | -2.8% | +36.2% | +36.0% |
| 1Y | -23.7% | -2.7% | -21.0% | -22.3% |
| 3Y | +19.0% | +8.9% | +10.1% | +11.3% |
| All | -66.3% | -9.5% | -56.8% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling