+227.3%
MRK vs IWD
+205.2%
+22.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.1% | -0.6% | -1.6% | -1.8% |
| 30D | +1.2% | +3.6% | -2.4% | -0.9% |
| 3M | +13.5% | +2.7% | +10.9% | +11.9% |
| 6M | +34.0% | +13.2% | +20.8% | +24.7% |
| YTD | +42.7% | +26.8% | +16.0% | +24.3% |
| 1Y | +66.6% | +29.3% | +37.3% | +43.6% |
| 3Y | +59.1% | +85.1% | -26.1% | +11.0% |
| 5Y | +104.1% | +74.2% | +29.9% | +45.9% |
| 10Y | +227.3% | +204.6% | +22.7% | +62.4% |
| All | +227.3% | +205.2% | +22.1% | +62.4% |
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