-90.4%
MARA vs IJH
+368.3%
-458.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.4% |
| 7D | -1.5% | -2.5% | +1.0% | +3.0% |
| 30D | +18.1% | -5.0% | +23.1% | +29.6% |
| 3M | -9.4% | +0.5% | -10.0% | -9.5% |
| 6M | +33.4% | +8.2% | +25.1% | +18.2% |
| YTD | +27.3% | +12.5% | +14.8% | +7.4% |
| 1Y | -27.9% | +14.4% | -42.3% | -40.2% |
| 3Y | +4.8% | +49.5% | -44.7% | -37.3% |
| 5Y | -68.0% | +47.8% | -115.8% | -76.1% |
| 10Y | -74.7% | +180.4% | -255.1% | -89.8% |
| All | -90.4% | +368.3% | -458.8% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling