+682.5%
MRNA vs IWD
+151.6%
+530.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.7% |
| 7D | +5.5% | -0.3% | +5.7% | +5.6% |
| 30D | +158.7% | +0.6% | +158.1% | +159.1% |
| 3M | +182.1% | +7.2% | +174.9% | +170.9% |
| 6M | +151.8% | +16.2% | +135.6% | +129.8% |
| YTD | +393.6% | +23.3% | +370.2% | +334.7% |
| 1Y | +499.5% | +29.6% | +469.9% | +414.1% |
| 3Y | +29.3% | +70.5% | -41.1% | -2.1% |
| 5Y | -65.1% | +73.5% | -138.5% | -73.8% |
| All | +682.5% | +151.6% | +530.9% | +417.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling