+66.6%
MRK vs IWD
+30.1%
+36.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | -2.1% | -0.6% | -1.6% | -1.6% |
| 30D | +1.2% | +3.6% | -2.4% | -1.7% |
| 3M | +13.5% | +2.7% | +10.9% | +11.1% |
| 6M | +34.0% | +13.2% | +20.8% | +21.6% |
| YTD | +42.7% | +26.8% | +16.0% | +15.1% |
| 1Y | +66.6% | +29.3% | +37.3% | +31.3% |
| All | +66.6% | +30.1% | +36.5% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling