-90.5%
MARA vs IVZ
+144.8%
-235.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.3% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | +0.6% | +4.0% | -3.4% | -2.3% |
| 3M | -18.5% | +18.2% | -36.7% | -27.1% |
| 6M | +21.7% | +32.8% | -11.1% | 0.0% |
| YTD | +25.9% | +28.7% | -2.8% | +5.9% |
| 1Y | -25.1% | +55.4% | -80.5% | -44.6% |
| 3Y | -5.7% | +135.2% | -141.0% | -46.6% |
| 5Y | -73.9% | +64.2% | -138.1% | -80.6% |
| 10Y | -75.6% | +64.6% | -140.2% | -83.4% |
| All | -90.5% | +144.8% | -235.3% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling