-82.2%
MARA vs IOVA
+0.8%
-82.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.4% |
| 7D | +10.1% | -3.5% | +13.6% | +11.2% |
| 30D | -15.1% | -45.4% | +30.3% | -1.7% |
| 3M | -24.1% | +19.0% | -43.1% | -30.9% |
| 6M | -45.2% | +112.0% | -157.2% | -60.1% |
| YTD | -22.2% | +184.2% | -206.4% | -50.8% |
| 1Y | -45.3% | +222.0% | -267.3% | -67.0% |
| 3Y | -23.9% | +92.6% | -116.4% | -61.2% |
| 5Y | -90.8% | -63.2% | -27.6% | -92.8% |
| All | -82.2% | +0.8% | -82.9% | -92.7% |
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