-58.7%
MARA vs IEMG
+13.6%
-72.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -5.7% |
| 7D | -6.5% | -3.1% | -3.4% | -1.1% |
| 30D | -38.5% | -10.3% | -28.2% | -24.6% |
| 3M | -41.5% | -6.6% | -34.9% | -32.8% |
| 6M | -41.9% | -3.9% | -38.1% | -37.0% |
| YTD | -23.5% | +12.4% | -35.9% | -46.0% |
| 1Y | -58.7% | +13.9% | -72.6% | -71.7% |
| All | -58.7% | +13.6% | -72.3% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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