+109.6%
MRK vs IWD
+72.9%
+36.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.4% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +2.2% | +3.6% | -1.4% | +0.4% |
| 3M | +16.4% | +2.3% | +14.0% | +15.1% |
| 6M | +35.3% | +13.0% | +22.3% | +27.6% |
| YTD | +44.2% | +26.2% | +18.1% | +29.0% |
| 1Y | +77.5% | +30.5% | +47.0% | +56.4% |
| 3Y | +59.2% | +86.2% | -27.0% | +21.1% |
| 5Y | +109.6% | +72.9% | +36.7% | +61.6% |
| All | +109.6% | +72.9% | +36.6% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling