+84.8%
MRK vs IOT
+14.9%
+70.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.0% |
| 7D | +1.3% | -2.3% | +3.7% | +1.2% |
| 30D | +17.1% | +3.8% | +13.3% | +17.6% |
| 3M | +25.9% | +14.2% | +11.7% | +27.4% |
| 6M | +26.8% | +40.1% | -13.3% | +30.3% |
| YTD | +44.9% | +13.4% | +31.5% | +49.6% |
| 1Y | +84.8% | +12.2% | +72.7% | +89.5% |
| All | +84.8% | +14.9% | +70.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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