-16.6%
MARA vs IOVA
+107.4%
-124.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +11.5% | -7.0% | +18.5% | +13.0% |
| 30D | -18.9% | -44.4% | +25.6% | -12.1% |
| 3M | -20.9% | +24.7% | -45.5% | -25.1% |
| 6M | -42.8% | +118.6% | -161.4% | -51.7% |
| YTD | -14.7% | +196.3% | -211.0% | -33.6% |
| 1Y | -47.6% | +205.3% | -252.9% | -59.6% |
| All | -16.6% | +107.4% | -124.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling