-23.7%
MARA vs IYR
+6.2%
-30.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.0% |
| 7D | +5.9% | -1.4% | +7.3% | +7.5% |
| 30D | +24.3% | -2.7% | +26.9% | +27.8% |
| 3M | -12.0% | -2.1% | -9.8% | -11.9% |
| 6M | +40.1% | +3.6% | +36.5% | +24.1% |
| YTD | +33.4% | +8.1% | +25.3% | +13.4% |
| 1Y | -23.7% | +4.7% | -28.5% | -38.8% |
| All | -23.7% | +6.2% | -30.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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