-74.1%
MARA vs IOVA
+9.7%
-83.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.8% | +3.2% |
| 7D | +5.9% | -2.2% | +8.1% | +6.6% |
| 30D | +24.3% | +27.6% | -3.3% | +16.3% |
| 3M | -12.0% | +117.2% | -129.1% | -32.7% |
| 6M | +40.1% | +77.7% | -37.6% | +10.6% |
| YTD | +33.4% | +215.0% | -181.6% | -14.2% |
| 1Y | -23.7% | +255.4% | -279.1% | -54.3% |
| 3Y | +19.0% | +42.6% | -23.7% | -30.2% |
| 5Y | -66.5% | -62.2% | -4.2% | -72.8% |
| All | -74.1% | +9.7% | -83.8% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling