-74.1%
MARA vs IVZ
+65.9%
-140.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.0% |
| 7D | +5.9% | -2.4% | +8.3% | +7.7% |
| 30D | +24.3% | +3.0% | +21.2% | +21.4% |
| 3M | -12.0% | +14.9% | -26.8% | -20.1% |
| 6M | +40.1% | +36.7% | +3.4% | +11.9% |
| YTD | +33.4% | +25.7% | +7.7% | +13.7% |
| 1Y | -23.7% | +47.7% | -71.4% | -41.9% |
| 3Y | +19.0% | +138.8% | -119.9% | -33.9% |
| 5Y | -66.5% | +62.1% | -128.6% | -75.4% |
| All | -74.1% | +65.9% | -140.0% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling