-58.7%
MARA vs IWF
-1.6%
-57.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -5.0% |
| 7D | -6.5% | -4.2% | -2.4% | +3.9% |
| 30D | -38.5% | -8.1% | -30.4% | -23.6% |
| 3M | -41.5% | -5.1% | -36.5% | -32.7% |
| 6M | -41.9% | -1.4% | -40.5% | -37.9% |
| YTD | -23.5% | -0.1% | -23.4% | -19.2% |
| 1Y | -58.7% | -1.3% | -57.4% | -54.6% |
| All | -58.7% | -1.6% | -57.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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