+120.1%
ICE vs MRNA
+516.4%
-396.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -0.9% | -10.1% | +9.2% | -0.6% |
| 30D | +4.0% | +126.7% | -122.8% | -0.6% |
| 3M | +11.0% | +184.1% | -173.2% | +4.7% |
| 6M | -5.0% | +143.3% | -148.2% | -9.8% |
| YTD | -2.7% | +359.9% | -362.5% | -10.6% |
| 1Y | -8.6% | +454.2% | -462.8% | -16.9% |
| 3Y | +41.4% | +26.0% | +15.4% | +34.9% |
| 5Y | +39.9% | -70.3% | +110.1% | +37.0% |
| All | +120.1% | +516.4% | -396.3% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling