+129.9%
MRK vs IBKR
+495.5%
-365.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | -4.3% | -1.3% | -2.9% | -4.2% |
| 30D | +8.3% | -0.2% | +8.5% | +8.3% |
| 3M | +20.0% | +3.0% | +17.1% | +19.7% |
| 6M | +25.7% | +33.9% | -8.2% | +23.1% |
| YTD | +38.7% | +42.5% | -3.8% | +35.0% |
| 1Y | +74.7% | +44.9% | +29.8% | +69.4% |
| 3Y | +45.4% | +293.0% | -247.6% | +27.0% |
| All | +129.9% | +495.5% | -365.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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