+121.4%
ICE vs MRNA
+554.4%
-433.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.4% |
| 30D | +4.0% | +126.1% | -122.1% | -0.5% |
| 3M | +13.7% | +190.0% | -176.4% | +7.3% |
| 6M | +0.9% | +157.2% | -156.3% | -4.4% |
| YTD | -2.1% | +388.2% | -390.3% | -10.2% |
| 1Y | -9.5% | +467.0% | -476.5% | -17.7% |
| 3Y | +42.1% | +36.1% | +6.0% | +35.2% |
| 5Y | +41.4% | -68.0% | +109.3% | +38.2% |
| All | +121.4% | +554.4% | -433.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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