+130.3%
MRK vs IAG
+796.9%
-666.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -5.0% | -4.1% | -0.9% | -4.9% |
| 30D | +11.0% | +10.6% | +0.3% | +10.7% |
| 3M | +22.4% | +35.4% | -13.0% | +21.7% |
| 6M | +25.4% | -9.5% | +34.9% | +25.3% |
| YTD | +39.5% | +21.8% | +17.7% | +38.9% |
| 1Y | +78.0% | +84.1% | -6.2% | +76.4% |
| 3Y | +45.5% | +817.4% | -771.8% | +39.7% |
| 5Y | +130.3% | +830.1% | -699.8% | +128.8% |
| All | +130.3% | +796.9% | -666.6% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling