-58.7%
MARA vs IJR
+24.2%
-82.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -7.0% |
| 7D | -6.5% | +2.3% | -8.8% | -11.5% |
| 30D | -38.5% | +2.8% | -41.3% | -42.3% |
| 3M | -41.5% | -4.6% | -36.9% | -34.7% |
| 6M | -41.9% | +5.7% | -47.6% | -48.1% |
| YTD | -23.5% | +19.9% | -43.4% | -46.6% |
| 1Y | -58.7% | +24.2% | -82.8% | -73.2% |
| All | -58.7% | +24.2% | -82.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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