+776.1%
IVV vs MRK
+488.5%
+287.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +0.1% | +17.1% | -17.1% | -5.6% |
| 3M | +2.0% | +25.9% | -23.9% | -6.6% |
| 6M | +13.0% | +26.8% | -13.8% | +2.9% |
| YTD | +13.6% | +44.9% | -31.3% | -1.6% |
| 1Y | +20.1% | +84.8% | -64.8% | -5.2% |
| 3Y | +77.6% | +50.1% | +27.5% | +47.7% |
| 5Y | +82.5% | +127.4% | -44.9% | +27.1% |
| 10Y | +316.5% | +240.0% | +76.6% | +147.1% |
| All | +776.1% | +488.5% | +287.6% | +258.0% |
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