+84.8%
MRK vs IJH
+18.2%
+66.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +17.1% | -1.5% | +18.6% | +17.8% |
| 3M | +25.9% | +0.8% | +25.1% | +25.3% |
| 6M | +26.8% | +7.6% | +19.3% | +22.2% |
| YTD | +44.9% | +15.5% | +29.4% | +33.5% |
| 1Y | +84.8% | +16.9% | +67.9% | +69.2% |
| All | +84.8% | +18.2% | +66.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling