+50.0%
IYR vs MRNA
+521.0%
-471.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -0.9% |
| 7D | -2.8% | -8.2% | +5.4% | -2.6% |
| 30D | -2.5% | +125.6% | -128.1% | -6.4% |
| 3M | -3.0% | +197.1% | -200.0% | -8.1% |
| 6M | +1.6% | +148.5% | -146.9% | -3.2% |
| YTD | +7.3% | +363.3% | -356.0% | -0.6% |
| 1Y | +5.6% | +462.0% | -456.4% | -3.1% |
| 3Y | +28.1% | +26.9% | +1.2% | +22.1% |
| 5Y | +6.1% | -69.6% | +75.7% | +1.3% |
| All | +50.0% | +521.0% | -471.0% | +46.9% |
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 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