+27.8%
MRK vs IWF
+10.9%
+16.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.6% |
| 30D | +12.7% | -1.4% | +14.1% | +12.5% |
| 3M | +24.2% | +0.4% | +23.8% | +24.3% |
| 6M | +27.8% | +8.5% | +19.4% | +23.4% |
| All | +27.8% | +10.9% | +16.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 6mo: compounded portfolio wealth divided by compounded IWF 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…
6mo analysis · Full analysis span regression · 6 months rolling