-65.7%
MRNA vs IEF
-9.5%
-56.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.7% |
| 7D | -1.1% | -1.3% | +0.3% | +0.9% |
| 30D | +126.1% | -1.7% | +127.9% | +133.7% |
| 3M | +190.0% | -2.5% | +192.6% | +203.1% |
| 6M | +157.2% | -3.3% | +160.5% | +171.5% |
| YTD | +388.2% | -2.8% | +391.0% | +413.3% |
| 1Y | +467.0% | -2.7% | +469.8% | +496.1% |
| 3Y | +36.1% | +8.9% | +27.2% | +25.1% |
| All | -65.7% | -9.5% | -56.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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