+38.2%
IWM vs MRNA
-70.5%
+108.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -2.5% | -8.2% | +5.7% | -2.1% |
| 30D | -4.4% | +125.6% | -130.0% | -13.2% |
| 3M | +2.2% | +197.1% | -194.8% | -11.3% |
| 6M | +14.0% | +148.5% | -134.5% | +1.0% |
| YTD | +17.4% | +363.3% | -345.9% | -5.3% |
| 1Y | +22.9% | +462.0% | -439.0% | -4.2% |
| 3Y | +62.1% | +26.9% | +35.1% | +46.6% |
| 5Y | +38.2% | -69.6% | +107.8% | +28.9% |
| All | +38.2% | -70.5% | +108.7% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling