-23.6%
MARA vs IWD
+85.4%
-109.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +10.5% |
| 7D | +2.5% | +1.6% | +0.9% | -1.9% |
| 30D | -23.9% | +3.6% | -27.5% | -31.4% |
| 3M | -23.2% | +2.0% | -25.3% | -28.2% |
| 6M | -43.3% | +13.1% | -56.3% | -61.3% |
| YTD | -18.3% | +26.2% | -44.5% | -58.8% |
| 1Y | -52.9% | +29.6% | -82.5% | -78.0% |
| 3Y | -23.6% | +84.3% | -107.9% | -84.3% |
| All | -23.6% | +85.4% | -109.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling