+758.4%
IVV vs MRK
+485.8%
+272.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -3.3% | +2.2% | -5.5% | -4.2% |
| 3M | -2.4% | +16.4% | -18.8% | -8.0% |
| 6M | +2.6% | +35.3% | -32.7% | -8.8% |
| YTD | +11.3% | +44.2% | -32.9% | -3.7% |
| 1Y | +13.4% | +77.5% | -64.0% | -9.0% |
| 3Y | +80.3% | +59.2% | +21.1% | +46.4% |
| 5Y | +72.7% | +109.6% | -36.8% | +24.7% |
| 10Y | +309.6% | +229.6% | +80.0% | +145.4% |
| All | +758.4% | +485.8% | +272.5% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling