+125.3%
IWM vs MRNA
+537.9%
-412.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | +1.4% | -9.0% | +10.4% | +1.9% |
| 30D | -2.3% | +137.2% | -139.4% | -10.2% |
| 3M | +4.0% | +194.8% | -190.8% | -6.5% |
| 6M | +17.9% | +167.2% | -149.3% | +6.6% |
| YTD | +20.2% | +375.9% | -355.7% | +3.3% |
| 1Y | +25.0% | +465.2% | -440.2% | +5.5% |
| 3Y | +66.0% | +30.4% | +35.6% | +51.7% |
| 5Y | +40.0% | -66.8% | +106.9% | +31.8% |
| All | +125.3% | +537.9% | -412.5% | +93.6% |
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