-74.1%
MARA vs IWF
+422.7%
-496.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +3.2% |
| 7D | +5.9% | -0.9% | +6.8% | +8.1% |
| 30D | +24.3% | -1.7% | +26.0% | +29.5% |
| 3M | -12.0% | +0.7% | -12.6% | -12.0% |
| 6M | +40.1% | +8.6% | +31.6% | +20.9% |
| YTD | +33.4% | +3.5% | +29.9% | +29.6% |
| 1Y | -23.7% | +7.0% | -30.8% | -29.8% |
| 3Y | +19.0% | +76.3% | -57.4% | -58.4% |
| 5Y | -66.5% | +74.8% | -141.2% | -84.7% |
| All | -74.1% | +422.7% | -496.8% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling