+674.0%
MRNA vs IFF
-26.5%
+700.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -1.1% | -3.2% | +2.1% | +0.2% |
| 30D | +126.1% | -0.3% | +126.4% | +127.4% |
| 3M | +190.0% | +8.4% | +181.6% | +183.0% |
| 6M | +157.2% | +23.0% | +134.2% | +140.0% |
| YTD | +388.2% | +25.5% | +362.7% | +351.1% |
| 1Y | +467.0% | +29.1% | +438.0% | +418.5% |
| 3Y | +36.1% | +31.7% | +4.4% | +25.6% |
| 5Y | -68.0% | -35.2% | -32.8% | -66.3% |
| All | +674.0% | -26.5% | +700.6% | +673.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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