+674.0%
MRNA vs IWD
+149.6%
+524.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | +126.1% | -0.8% | +127.0% | +128.8% |
| 3M | +190.0% | +6.9% | +183.1% | +178.8% |
| 6M | +157.2% | +18.3% | +138.9% | +132.1% |
| YTD | +388.2% | +22.4% | +365.8% | +332.7% |
| 1Y | +467.0% | +27.4% | +439.6% | +391.9% |
| 3Y | +36.1% | +71.2% | -35.1% | +3.1% |
| 5Y | -68.0% | +75.7% | -143.7% | -75.9% |
| All | +674.0% | +149.6% | +524.4% | +414.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling