+654.5%
MRNA vs IWD
+149.6%
+504.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | -9.0% | -0.2% | -8.9% | -8.9% |
| 30D | +137.2% | -0.8% | +138.0% | +139.8% |
| 3M | +194.8% | +8.0% | +186.8% | +181.6% |
| 6M | +167.2% | +18.2% | +149.0% | +141.2% |
| YTD | +375.9% | +22.3% | +353.5% | +321.7% |
| 1Y | +465.2% | +28.9% | +436.3% | +386.8% |
| 3Y | +30.4% | +71.5% | -41.2% | -1.3% |
| 5Y | -66.8% | +73.6% | -140.4% | -75.0% |
| All | +654.5% | +149.6% | +504.9% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling