+63.3%
IWM vs MRK
+48.0%
+15.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | -3.1% | +12.7% | -15.8% | -5.0% |
| 3M | +2.2% | +24.2% | -22.0% | -1.4% |
| 6M | +15.1% | +27.8% | -12.7% | +10.3% |
| YTD | +18.6% | +42.2% | -23.7% | +11.4% |
| 1Y | +24.0% | +80.2% | -56.2% | +11.9% |
| All | +63.3% | +48.0% | +15.3% | +44.1% |
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