+468.4%
MRK vs IBKR
+1,349.8%
-881.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -4.3% | -1.3% | -2.9% | -4.0% |
| 30D | +8.3% | -0.2% | +8.5% | +8.2% |
| 3M | +20.0% | +3.0% | +17.1% | +18.6% |
| 6M | +25.7% | +33.9% | -8.2% | +17.1% |
| YTD | +38.7% | +42.5% | -3.8% | +26.9% |
| 1Y | +74.7% | +44.9% | +29.8% | +58.4% |
| 3Y | +45.4% | +293.0% | -247.6% | +1.7% |
| 5Y | +129.0% | +497.7% | -368.6% | +40.9% |
| 10Y | +228.0% | +1,004.4% | -776.4% | +62.5% |
| All | +468.4% | +1,349.8% | -881.4% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling