-49.2%
MRNA vs IOT
+54.1%
-103.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.5% | +5.4% |
| 7D | -1.1% | -4.5% | +3.4% | -0.1% |
| 30D | +126.1% | -2.4% | +128.6% | +126.0% |
| 3M | +190.0% | +19.0% | +171.1% | +175.8% |
| 6M | +157.2% | +19.6% | +137.6% | +141.4% |
| YTD | +388.2% | +8.3% | +379.9% | +363.6% |
| 1Y | +467.0% | -0.8% | +467.8% | +448.1% |
| 3Y | +36.1% | +24.4% | +11.7% | +18.5% |
| All | -49.2% | +54.1% | -103.3% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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