+114.6%
IEMG vs MRNA
+554.4%
-439.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | +1.0% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | +1.9% | +126.1% | -124.2% | -3.6% |
| 3M | +1.4% | +190.0% | -188.6% | -5.7% |
| 6M | +15.2% | +157.2% | -142.1% | +7.6% |
| YTD | +23.8% | +388.2% | -364.4% | +11.7% |
| 1Y | +30.7% | +467.0% | -436.4% | +16.7% |
| 3Y | +83.3% | +36.1% | +47.2% | +71.6% |
| 5Y | +48.8% | -68.0% | +116.7% | +41.4% |
| All | +114.6% | +554.4% | -439.8% | +97.3% |
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 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