-25.1%
MARA vs IVZ
+56.4%
-81.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.6% |
| 7D | +6.0% | +0.6% | +5.4% | +5.5% |
| 30D | +0.6% | +4.0% | -3.4% | -3.3% |
| 3M | -18.5% | +18.2% | -36.7% | -30.5% |
| 6M | +21.7% | +32.8% | -11.1% | -7.1% |
| YTD | +25.9% | +28.7% | -2.8% | -4.0% |
| 1Y | -25.1% | +55.4% | -80.5% | -54.0% |
| All | -25.1% | +56.4% | -81.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling