+84.8%
MRK vs IYR
+8.4%
+76.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +1.3% | -1.2% | +2.6% | +2.3% |
| 30D | +17.1% | -2.9% | +20.0% | +19.8% |
| 3M | +25.9% | +0.8% | +25.1% | +25.4% |
| 6M | +26.8% | +1.9% | +25.0% | +25.9% |
| YTD | +44.9% | +9.6% | +35.3% | +34.7% |
| 1Y | +84.8% | +8.1% | +76.8% | +74.4% |
| All | +84.8% | +8.4% | +76.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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