-74.1%
MARA vs IQV
+242.6%
-316.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.3% |
| 7D | +5.9% | -2.2% | +8.2% | +7.8% |
| 30D | +24.3% | +8.3% | +16.0% | +16.7% |
| 3M | -12.0% | +44.6% | -56.6% | -39.4% |
| 6M | +40.1% | +52.6% | -12.4% | -11.1% |
| YTD | +33.4% | +16.1% | +17.3% | +8.8% |
| 1Y | -23.7% | +37.3% | -61.0% | -47.8% |
| 3Y | +19.0% | +21.6% | -2.6% | -11.6% |
| 5Y | -66.5% | +0.5% | -67.0% | -68.4% |
| All | -74.1% | +242.6% | -316.7% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling