+755.3%
IVV vs MRK
+483.0%
+272.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.6% | +2.3% | -2.9% | -1.4% |
| 30D | -3.7% | +1.7% | -5.3% | -4.4% |
| 3M | -2.7% | +13.8% | -16.5% | -7.6% |
| 6M | +2.2% | +34.7% | -32.4% | -8.9% |
| YTD | +10.9% | +43.6% | -32.7% | -3.9% |
| 1Y | +11.3% | +75.7% | -64.4% | -10.4% |
| 3Y | +76.9% | +60.0% | +16.9% | +43.3% |
| 5Y | +73.5% | +105.4% | -31.9% | +26.2% |
| 10Y | +307.4% | +224.1% | +83.3% | +145.5% |
| All | +755.3% | +483.0% | +272.3% | +249.7% |
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