+230.8%
MRK vs IWD
+203.0%
+27.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | +0.7% | +2.3% | -1.6% | -0.6% |
| 30D | +0.3% | +3.6% | -3.3% | -1.8% |
| 3M | +9.7% | +2.2% | +7.5% | +8.4% |
| 6M | +32.0% | +13.0% | +19.0% | +22.9% |
| YTD | +43.3% | +26.5% | +16.8% | +25.0% |
| 1Y | +63.7% | +30.1% | +33.5% | +40.5% |
| 3Y | +58.0% | +84.9% | -26.9% | +10.4% |
| 5Y | +105.0% | +73.4% | +31.6% | +46.9% |
| All | +230.8% | +203.0% | +27.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling