+634.5%
MRNA vs IWF
+265.1%
+369.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.4% |
| 7D | -8.2% | -1.7% | -6.5% | -7.1% |
| 30D | +125.6% | -1.8% | +127.4% | +128.6% |
| 3M | +197.1% | +1.5% | +195.6% | +193.9% |
| 6M | +148.5% | +7.7% | +140.8% | +136.1% |
| YTD | +363.3% | +2.7% | +360.6% | +355.6% |
| 1Y | +462.0% | +6.8% | +455.2% | +437.2% |
| 3Y | +26.9% | +76.9% | -49.9% | -14.4% |
| 5Y | -69.6% | +73.4% | -143.0% | -79.7% |
| All | +634.5% | +265.1% | +369.5% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling