+1,100.9%
MRNA vs IWD
+158.1%
+942.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.6% |
| 7D | -12.1% | +2.3% | -14.4% | -13.5% |
| 30D | -1.3% | +3.6% | -4.9% | -3.5% |
| 3M | +250.9% | +2.2% | +248.8% | +248.7% |
| 6M | +343.0% | +13.0% | +330.1% | +312.1% |
| YTD | +657.4% | +26.5% | +630.9% | +557.6% |
| 1Y | +794.9% | +30.1% | +764.8% | +665.1% |
| 3Y | +218.1% | +84.9% | +133.3% | +131.8% |
| 5Y | -3.4% | +73.4% | -76.7% | -28.3% |
| All | +1,100.9% | +158.1% | +942.8% | +682.4% |
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