-69.3%
MARA vs IOVA
-64.1%
-5.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | +13.8% | -2.2% | +16.1% | +14.4% |
| 30D | +24.7% | +31.7% | -7.0% | +17.0% |
| 3M | -10.4% | +117.3% | -127.7% | -28.4% |
| 6M | +37.6% | +55.8% | -18.2% | +16.8% |
| YTD | +32.7% | +208.8% | -176.1% | -8.3% |
| 1Y | -25.2% | +255.7% | -280.9% | -51.6% |
| 3Y | +9.3% | +41.7% | -32.4% | -30.7% |
| 5Y | -69.3% | -64.9% | -4.4% | -70.5% |
| All | -69.3% | -64.1% | -5.2% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling