-90.1%
MARA vs IWF
+771.0%
-861.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +5.2% |
| 7D | +15.6% | +1.5% | +14.1% | +12.5% |
| 30D | +17.2% | -1.3% | +18.5% | +20.7% |
| 3M | -14.2% | +0.1% | -14.3% | -13.0% |
| 6M | +47.7% | +10.3% | +37.4% | +25.0% |
| YTD | +31.7% | +4.2% | +27.6% | +26.9% |
| 1Y | -22.2% | +9.3% | -31.5% | -30.7% |
| 3Y | +8.4% | +79.3% | -70.9% | -60.2% |
| 5Y | -68.3% | +73.8% | -142.0% | -84.2% |
| 10Y | -74.9% | +410.9% | -485.8% | -96.5% |
| All | -90.1% | +771.0% | -861.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling