+45.4%
MRK vs IJH
+49.7%
-4.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -4.3% | -1.9% | -2.4% | -3.7% |
| 30D | +8.3% | -4.6% | +12.9% | +9.8% |
| 3M | +20.0% | -1.2% | +21.2% | +20.4% |
| 6M | +25.7% | +9.4% | +16.3% | +21.9% |
| YTD | +38.7% | +13.3% | +25.4% | +33.1% |
| 1Y | +74.7% | +13.4% | +61.3% | +67.4% |
| 3Y | +45.4% | +50.4% | -5.1% | +28.8% |
| All | +45.4% | +49.7% | -4.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling