+1,585.4%
MRK vs IVZ
+1,088.7%
+496.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.3% | -2.4% | -1.9% | -3.8% |
| 30D | +8.3% | +3.0% | +5.3% | +7.7% |
| 3M | +20.0% | +14.9% | +5.2% | +16.6% |
| 6M | +25.7% | +36.7% | -11.1% | +18.0% |
| YTD | +38.7% | +25.7% | +13.1% | +31.8% |
| 1Y | +74.7% | +47.7% | +27.0% | +60.8% |
| 3Y | +45.4% | +138.8% | -93.5% | +19.5% |
| 5Y | +129.0% | +62.1% | +66.9% | +96.9% |
| 10Y | +228.0% | +64.3% | +163.7% | +161.4% |
| All | +1,585.4% | +1,088.7% | +496.7% | +770.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 all: compounded portfolio wealth divided by compounded IVZ 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…
all analysis · Full analysis span regression · 6 months rolling