-27.9%
MARA vs IOVA
+244.9%
-272.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.7% |
| 7D | -1.5% | -6.4% | +5.0% | -0.6% |
| 30D | +18.1% | +25.4% | -7.3% | +15.5% |
| 3M | -9.4% | +115.3% | -124.8% | -17.2% |
| 6M | +33.4% | +56.5% | -23.2% | +25.2% |
| YTD | +27.3% | +198.2% | -170.9% | +5.9% |
| 1Y | -27.9% | +242.0% | -269.9% | -35.4% |
| All | -27.9% | +244.9% | -272.8% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling