+130.3%
MRK vs IWD
+73.8%
+56.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -0.9% | -0.2% | -0.8% | -0.8% |
| 30D | +15.5% | -0.8% | +16.2% | +16.0% |
| 3M | +25.1% | +8.0% | +17.1% | +20.5% |
| 6M | +30.1% | +18.2% | +11.9% | +19.9% |
| YTD | +43.1% | +22.3% | +20.8% | +29.8% |
| 1Y | +82.5% | +28.9% | +53.6% | +61.6% |
| 3Y | +49.3% | +71.5% | -22.2% | +16.9% |
| 5Y | +130.3% | +73.6% | +56.7% | +78.0% |
| All | +130.3% | +73.8% | +56.4% | +78.0% |
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