-90.1%
MARA vs IEF
+19.4%
-109.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.5% |
| 7D | +15.6% | +0.1% | +15.6% | +15.7% |
| 30D | +17.2% | -0.7% | +18.0% | +16.7% |
| 3M | -14.2% | -0.4% | -13.7% | -14.5% |
| 6M | +47.7% | -2.5% | +50.2% | +44.7% |
| YTD | +31.7% | -1.6% | +33.3% | +30.1% |
| 1Y | -22.2% | -1.3% | -20.9% | -22.9% |
| 3Y | +8.4% | +10.1% | -1.7% | +15.4% |
| 5Y | -68.3% | -8.3% | -60.0% | -76.0% |
| 10Y | -74.9% | +4.5% | -79.3% | -75.4% |
| All | -90.1% | +19.4% | -109.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling