+674.0%
MRNA vs IAG
+529.2%
+144.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.5% | +5.3% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +126.1% | +12.1% | +114.0% | +123.3% |
| 3M | +190.0% | +25.5% | +164.5% | +182.8% |
| 6M | +157.2% | -7.1% | +164.3% | +156.8% |
| YTD | +388.2% | +22.9% | +365.3% | +375.6% |
| 1Y | +467.0% | +83.3% | +383.7% | +436.0% |
| 3Y | +36.1% | +808.5% | -772.4% | +10.3% |
| 5Y | -68.0% | +838.0% | -905.9% | -74.9% |
| All | +674.0% | +529.2% | +144.8% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling