+236.2%
MRK vs IWD
+195.0%
+41.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.0% |
| 30D | +12.7% | -1.6% | +14.3% | +13.9% |
| 3M | +24.2% | +7.0% | +17.2% | +19.4% |
| 6M | +27.8% | +17.0% | +10.9% | +16.5% |
| YTD | +42.2% | +21.6% | +20.6% | +26.7% |
| 1Y | +80.2% | +28.0% | +52.2% | +56.0% |
| 3Y | +48.4% | +70.6% | -22.2% | +8.1% |
| 5Y | +133.6% | +73.3% | +60.2% | +66.4% |
| 10Y | +236.2% | +200.5% | +35.7% | +49.4% |
| All | +236.2% | +195.0% | +41.2% | +49.4% |
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