-88.5%
MARA vs IEMG
+140.6%
-229.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +2.9% |
| 7D | +5.9% | -1.3% | +7.2% | +8.2% |
| 30D | +24.3% | +1.9% | +22.4% | +21.6% |
| 3M | -12.0% | +1.4% | -13.4% | -12.7% |
| 6M | +40.1% | +15.2% | +24.9% | +14.8% |
| YTD | +33.4% | +23.8% | +9.6% | -0.7% |
| 1Y | -23.7% | +30.7% | -54.4% | -47.2% |
| 3Y | +19.0% | +83.3% | -64.3% | -48.8% |
| 5Y | -66.5% | +48.8% | -115.2% | -77.7% |
| 10Y | -73.4% | +142.8% | -216.2% | -87.7% |
| All | -88.5% | +140.6% | -229.1% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling