-23.7%
MARA vs IVZ
+49.7%
-73.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.8% |
| 7D | +5.9% | -2.4% | +8.3% | +8.3% |
| 30D | +24.3% | +3.0% | +21.2% | +20.3% |
| 3M | -12.0% | +14.9% | -26.8% | -23.3% |
| 6M | +40.1% | +36.7% | +3.4% | +3.1% |
| YTD | +33.4% | +25.7% | +7.7% | +3.8% |
| 1Y | -23.7% | +47.7% | -71.4% | -51.2% |
| All | -23.7% | +49.7% | -73.4% | -51.2% |
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 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