-90.5%
MARA vs IWD
+410.9%
-501.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.8% |
| 30D | +0.6% | +0.6% | 0.0% | -0.8% |
| 3M | -18.5% | +7.2% | -25.7% | -28.7% |
| 6M | +21.7% | +16.2% | +5.5% | -7.3% |
| YTD | +25.9% | +23.3% | +2.6% | -13.2% |
| 1Y | -25.1% | +29.6% | -54.7% | -52.3% |
| 3Y | -5.7% | +70.5% | -76.2% | -59.6% |
| 5Y | -73.9% | +73.5% | -147.4% | -87.2% |
| 10Y | -75.6% | +198.3% | -273.9% | -93.6% |
| All | -90.5% | +410.9% | -501.5% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling