+808.3%
IWM vs MRK
+445.7%
+362.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | -1.3% | +17.1% | -18.4% | -7.1% |
| 3M | +1.6% | +25.9% | -24.3% | -7.1% |
| 6M | +13.6% | +26.8% | -13.3% | +3.3% |
| YTD | +20.8% | +44.9% | -24.2% | +4.4% |
| 1Y | +26.4% | +84.8% | -58.4% | -0.6% |
| 3Y | +60.7% | +50.1% | +10.6% | +33.4% |
| 5Y | +38.2% | +127.4% | -89.2% | -4.4% |
| 10Y | +169.5% | +240.0% | -70.5% | +57.5% |
| All | +808.3% | +445.7% | +362.6% | +260.7% |
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