-68.0%
MARA vs IWF
+71.2%
-139.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -1.9% |
| 7D | -1.5% | -1.7% | +0.2% | +2.8% |
| 30D | +18.1% | -1.8% | +19.9% | +24.1% |
| 3M | -9.4% | +1.5% | -10.9% | -11.5% |
| 6M | +33.4% | +7.7% | +25.7% | +13.5% |
| YTD | +27.3% | +2.7% | +24.6% | +24.1% |
| 1Y | -27.9% | +6.8% | -34.7% | -35.1% |
| 3Y | +4.8% | +76.9% | -72.1% | -73.5% |
| 5Y | -68.0% | +73.4% | -141.4% | -87.7% |
| All | -68.0% | +71.2% | -139.2% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling