+18.4%
MARA vs IOVA
+41.0%
-22.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | +13.8% | -2.2% | +16.1% | +14.2% |
| 30D | +24.7% | +31.7% | -7.0% | +19.6% |
| 3M | -10.4% | +117.3% | -127.7% | -22.4% |
| 6M | +37.6% | +55.8% | -18.2% | +24.2% |
| YTD | +32.7% | +208.8% | -176.1% | +4.5% |
| 1Y | -25.2% | +255.7% | -280.9% | -43.4% |
| All | +18.4% | +41.0% | -22.6% | -11.0% |
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