+80.3%
IVV vs MRK
+55.7%
+24.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.2% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | -3.3% | +2.2% | -5.5% | -3.5% |
| 3M | -2.4% | +16.4% | -18.8% | -3.9% |
| 6M | +2.6% | +35.3% | -32.7% | -0.8% |
| YTD | +11.3% | +44.2% | -32.9% | +6.7% |
| 1Y | +13.4% | +77.5% | -64.0% | +5.8% |
| 3Y | +80.3% | +59.2% | +21.1% | +68.9% |
| All | +80.3% | +55.7% | +24.6% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 3y: compounded portfolio wealth divided by compounded MRK 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…
3y analysis · Full analysis span regression · 6 months rolling