+224.4%
MRK vs IYR
+69.7%
+154.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -4.3% | -1.4% | -2.9% | -3.7% |
| 30D | +8.3% | -2.7% | +10.9% | +9.6% |
| 3M | +20.0% | -2.1% | +22.2% | +21.2% |
| 6M | +25.7% | +3.6% | +22.1% | +23.9% |
| YTD | +38.7% | +8.1% | +30.6% | +34.4% |
| 1Y | +74.7% | +4.7% | +70.0% | +71.5% |
| 3Y | +45.4% | +29.1% | +16.2% | +30.4% |
| 5Y | +129.0% | +6.9% | +122.1% | +119.1% |
| All | +224.4% | +69.7% | +154.7% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling