+634.5%
MRNA vs IEF
+7.6%
+626.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.7% |
| 7D | -8.2% | -1.2% | -7.0% | -6.9% |
| 30D | +125.6% | -1.5% | +127.0% | +131.1% |
| 3M | +197.1% | -1.7% | +198.7% | +205.6% |
| 6M | +148.5% | -3.5% | +152.0% | +160.4% |
| YTD | +363.3% | -2.6% | +365.9% | +382.1% |
| 1Y | +462.0% | -2.4% | +464.4% | +484.0% |
| 3Y | +26.9% | +8.9% | +18.0% | +18.5% |
| 5Y | -69.6% | -9.2% | -60.4% | -68.3% |
| All | +634.5% | +7.6% | +626.9% | +743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling