-74.5%
MARA vs IQV
+487.2%
-561.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.4% |
| 7D | +13.8% | -2.6% | +16.4% | +16.2% |
| 30D | +24.7% | +6.2% | +18.5% | +19.6% |
| 3M | -10.4% | +38.0% | -48.4% | -33.3% |
| 6M | +37.6% | +43.9% | -6.3% | -3.5% |
| YTD | +32.7% | +14.0% | +18.7% | +12.6% |
| 1Y | -25.2% | +35.5% | -60.7% | -45.8% |
| 3Y | +9.3% | +20.3% | -11.1% | -14.3% |
| 5Y | -69.3% | -1.6% | -67.7% | -70.2% |
| 10Y | -73.6% | +233.4% | -307.0% | -84.4% |
| All | -74.5% | +487.2% | -561.8% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling