+693.3%
MRK vs IEF
+129.1%
+564.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +15.5% | -0.7% | +16.2% | +15.0% |
| 3M | +25.1% | -0.4% | +25.5% | +24.8% |
| 6M | +30.1% | -2.5% | +32.6% | +28.2% |
| YTD | +43.1% | -1.6% | +44.7% | +41.7% |
| 1Y | +82.5% | -1.3% | +83.8% | +80.9% |
| 3Y | +49.3% | +10.1% | +39.2% | +58.0% |
| 5Y | +130.3% | -8.3% | +138.6% | +111.4% |
| 10Y | +234.3% | +4.5% | +229.9% | +243.4% |
| All | +693.3% | +129.1% | +564.2% | +1,635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling