+455.9%
MRK vs IYR
+699.9%
-244.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | +15.5% | -2.5% | +18.0% | +16.6% |
| 3M | +25.1% | +1.5% | +23.7% | +24.5% |
| 6M | +30.1% | +3.9% | +26.2% | +28.3% |
| YTD | +43.1% | +9.5% | +33.6% | +38.4% |
| 1Y | +82.5% | +7.5% | +75.0% | +77.8% |
| 3Y | +49.3% | +30.8% | +18.5% | +34.5% |
| 5Y | +130.3% | +4.8% | +125.5% | +121.7% |
| 10Y | +234.3% | +64.3% | +170.0% | +167.2% |
| All | +455.9% | +699.9% | -244.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling