-65.7%
MRNA vs IRM
+197.3%
-263.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +4.8% |
| 7D | -1.1% | -1.4% | +0.4% | -0.7% |
| 30D | +126.1% | -7.4% | +133.5% | +128.4% |
| 3M | +190.0% | -7.4% | +197.4% | +191.1% |
| 6M | +157.2% | +8.7% | +148.6% | +140.1% |
| YTD | +388.2% | +40.9% | +347.3% | +307.0% |
| 1Y | +467.0% | +20.5% | +446.5% | +404.3% |
| 3Y | +36.1% | +101.7% | -65.6% | -13.3% |
| All | -65.7% | +197.3% | -263.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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