-65.7%
MRNA vs IWF
+73.7%
-139.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +4.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.1% |
| 30D | +126.1% | -1.7% | +127.8% | +130.0% |
| 3M | +190.0% | +0.7% | +189.4% | +187.5% |
| 6M | +157.2% | +8.6% | +148.7% | +136.9% |
| YTD | +388.2% | +3.5% | +384.7% | +371.7% |
| 1Y | +467.0% | +7.0% | +460.0% | +428.1% |
| 3Y | +36.1% | +76.3% | -40.3% | -26.5% |
| All | -65.7% | +73.7% | -139.4% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling