+224.4%
MRK vs IFF
-20.3%
+244.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.3% | -3.2% | -1.1% | -3.6% |
| 30D | +8.3% | -0.3% | +8.6% | +8.4% |
| 3M | +20.0% | +8.4% | +11.6% | +17.9% |
| 6M | +25.7% | +23.0% | +2.6% | +19.7% |
| YTD | +38.7% | +25.5% | +13.3% | +31.5% |
| 1Y | +74.7% | +29.1% | +45.6% | +64.5% |
| 3Y | +45.4% | +31.7% | +13.7% | +35.0% |
| 5Y | +129.0% | -35.2% | +164.2% | +140.0% |
| All | +224.4% | -20.3% | +244.7% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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