+674.0%
MRNA vs IWF
+267.9%
+406.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +4.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | +126.1% | -1.7% | +127.8% | +129.0% |
| 3M | +190.0% | +0.7% | +189.4% | +188.5% |
| 6M | +157.2% | +8.6% | +148.7% | +143.1% |
| YTD | +388.2% | +3.5% | +384.7% | +377.5% |
| 1Y | +467.0% | +7.0% | +460.0% | +441.0% |
| 3Y | +36.1% | +76.3% | -40.3% | -8.0% |
| 5Y | -68.0% | +74.8% | -142.7% | -78.8% |
| All | +674.0% | +267.9% | +406.1% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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