+674.0%
MRNA vs IVZ
+144.7%
+529.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | +126.1% | +3.0% | +123.1% | +124.3% |
| 3M | +190.0% | +14.9% | +175.2% | +178.1% |
| 6M | +157.2% | +36.7% | +120.5% | +135.3% |
| YTD | +388.2% | +25.7% | +362.5% | +356.9% |
| 1Y | +467.0% | +47.7% | +419.3% | +408.7% |
| 3Y | +36.1% | +138.8% | -102.8% | +8.2% |
| 5Y | -68.0% | +62.1% | -130.1% | -73.7% |
| All | +674.0% | +144.7% | +529.3% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling