-93.6%
MARA vs IOVA
-91.0%
-2.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.4% |
| 7D | +11.5% | -7.0% | +18.5% | +12.1% |
| 30D | -18.9% | -44.4% | +25.6% | -16.2% |
| 3M | -20.9% | +24.7% | -45.5% | -22.4% |
| 6M | -42.8% | +118.6% | -161.4% | -46.3% |
| YTD | -14.7% | +196.3% | -211.0% | -22.0% |
| 1Y | -47.6% | +205.3% | -252.9% | -52.2% |
| 3Y | -20.3% | +103.8% | -124.1% | -28.1% |
| 5Y | -89.2% | -65.6% | -23.6% | -89.6% |
| 10Y | -79.2% | +6.4% | -85.6% | -80.2% |
| All | -93.6% | -91.0% | -2.6% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling