+36.1%
MRNA vs IJR
+52.1%
-16.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.8% | +4.7% |
| 7D | -1.1% | -2.2% | +1.1% | +1.7% |
| 30D | +126.1% | -4.6% | +130.7% | +140.6% |
| 3M | +190.0% | +0.2% | +189.8% | +191.0% |
| 6M | +157.2% | +14.7% | +142.5% | +120.6% |
| YTD | +388.2% | +18.9% | +369.3% | +304.3% |
| 1Y | +467.0% | +19.9% | +447.1% | +366.5% |
| 3Y | +36.1% | +53.0% | -16.9% | -11.2% |
| All | +36.1% | +52.1% | -16.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling