-66.3%
MARA vs IJH
+48.0%
-114.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +2.7% |
| 7D | +5.9% | -1.9% | +7.8% | +11.2% |
| 30D | +24.3% | -4.6% | +28.9% | +40.9% |
| 3M | -12.0% | -1.2% | -10.8% | -8.6% |
| 6M | +40.1% | +9.4% | +30.7% | +12.5% |
| YTD | +33.4% | +13.3% | +20.1% | -0.2% |
| 1Y | -23.7% | +13.4% | -37.1% | -42.3% |
| 3Y | +19.0% | +50.4% | -31.5% | -52.8% |
| All | -66.3% | +48.0% | -114.3% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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