+224.4%
MRK vs IEF
+3.8%
+220.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.6% |
| 7D | -4.3% | -1.3% | -2.9% | -4.4% |
| 30D | +8.3% | -1.7% | +10.0% | +8.1% |
| 3M | +20.0% | -2.5% | +22.6% | +19.7% |
| 6M | +25.7% | -3.3% | +28.9% | +25.2% |
| YTD | +38.7% | -2.8% | +41.6% | +38.3% |
| 1Y | +74.7% | -2.7% | +77.4% | +74.1% |
| 3Y | +45.4% | +8.9% | +36.5% | +48.8% |
| 5Y | +129.0% | -9.4% | +138.5% | +106.3% |
| All | +224.4% | +3.8% | +220.6% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling