+505.4%
MRK vs IAG
+368.9%
+136.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -0.9% | +4.3% | -5.2% | -1.1% |
| 30D | +15.5% | +9.8% | +5.7% | +15.1% |
| 3M | +25.1% | +28.9% | -3.8% | +23.8% |
| 6M | +30.1% | -7.6% | +37.7% | +30.1% |
| YTD | +43.1% | +22.0% | +21.2% | +41.5% |
| 1Y | +82.5% | +99.5% | -17.1% | +77.1% |
| 3Y | +49.3% | +818.3% | -768.9% | +35.6% |
| 5Y | +130.3% | +785.9% | -655.6% | +106.4% |
| 10Y | +234.3% | +381.1% | -146.8% | +197.6% |
| All | +505.4% | +368.9% | +136.5% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling