-90.0%
MARA vs IJR
+371.5%
-461.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +2.6% |
| 7D | +13.8% | -1.1% | +15.0% | +15.9% |
| 30D | +24.7% | -3.6% | +28.3% | +32.5% |
| 3M | -10.4% | +2.3% | -12.8% | -13.1% |
| 6M | +37.6% | +14.3% | +23.3% | +12.2% |
| YTD | +32.7% | +19.3% | +13.5% | +2.2% |
| 1Y | -25.2% | +22.6% | -47.8% | -44.2% |
| 3Y | +9.3% | +53.5% | -44.3% | -34.8% |
| 5Y | -69.3% | +39.9% | -109.3% | -74.7% |
| 10Y | -73.6% | +172.1% | -245.6% | -88.1% |
| All | -90.0% | +371.5% | -461.6% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling