+45.4%
MRK vs IJR
+52.1%
-6.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | +8.3% | -4.6% | +12.9% | +9.7% |
| 3M | +20.0% | +0.2% | +19.8% | +19.9% |
| 6M | +25.7% | +14.7% | +11.0% | +21.1% |
| YTD | +38.7% | +18.9% | +19.9% | +32.4% |
| 1Y | +74.7% | +19.9% | +54.7% | +66.2% |
| 3Y | +45.4% | +53.0% | -7.7% | +30.5% |
| All | +45.4% | +52.1% | -6.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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