+45.4%
MRK vs IAG
+804.5%
-759.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -4.3% | -1.1% | -3.2% | -4.2% |
| 30D | +8.3% | +12.1% | -3.8% | +8.0% |
| 3M | +20.0% | +25.5% | -5.5% | +19.5% |
| 6M | +25.7% | -7.1% | +32.8% | +25.4% |
| YTD | +38.7% | +22.9% | +15.9% | +38.2% |
| 1Y | +74.7% | +83.3% | -8.7% | +73.8% |
| 3Y | +45.4% | +808.5% | -763.2% | +37.9% |
| All | +45.4% | +804.5% | -759.1% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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