+436.0%
MRK vs IWF
+720.7%
-284.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -2.7% | +0.5% | -3.2% | -3.0% |
| 30D | +12.7% | -1.4% | +14.1% | +13.4% |
| 3M | +24.2% | +0.4% | +23.8% | +23.3% |
| 6M | +27.8% | +8.5% | +19.4% | +21.6% |
| YTD | +42.2% | +3.7% | +38.5% | +38.1% |
| 1Y | +80.2% | +8.5% | +71.7% | +70.6% |
| 3Y | +48.4% | +78.5% | -30.1% | +4.8% |
| 5Y | +133.6% | +73.6% | +59.9% | +61.5% |
| 10Y | +236.2% | +421.3% | -185.0% | +15.3% |
| All | +436.0% | +720.7% | -284.7% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling