-51.8%
MRNA vs IOT
+54.4%
-106.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -8.2% | -0.8% | -7.4% | -8.1% |
| 30D | +125.6% | -4.7% | +130.2% | +126.6% |
| 3M | +197.1% | +17.8% | +179.3% | +183.1% |
| 6M | +148.5% | +16.8% | +131.7% | +134.4% |
| YTD | +363.3% | +8.4% | +354.8% | +339.8% |
| 1Y | +462.0% | -0.8% | +462.8% | +443.2% |
| 3Y | +26.9% | +25.7% | +1.2% | +10.2% |
| All | -51.8% | +54.4% | -106.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling