+634.5%
MRNA vs IAG
+523.9%
+110.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -8.2% | -4.1% | -4.2% | -7.7% |
| 30D | +125.6% | +10.6% | +114.9% | +123.1% |
| 3M | +197.1% | +35.4% | +161.7% | +187.8% |
| 6M | +148.5% | -9.5% | +158.0% | +148.8% |
| YTD | +363.3% | +21.8% | +341.4% | +351.9% |
| 1Y | +462.0% | +84.1% | +377.8% | +431.5% |
| 3Y | +26.9% | +817.4% | -790.4% | +2.9% |
| 5Y | -69.6% | +830.1% | -899.7% | -76.2% |
| All | +634.5% | +523.9% | +110.6% | +477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling