+64.0%
IBIT vs MDLZ
-7.6%
+71.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | +1.7% | -7.4% | -5.6% |
| 30D | +21.5% | +1.1% | +20.4% | +21.7% |
| 3M | +24.5% | -1.8% | +26.4% | +24.6% |
| 6M | +10.0% | +12.3% | -2.3% | +10.5% |
| YTD | -12.0% | +18.0% | -30.1% | -12.0% |
| 1Y | -32.3% | +3.8% | -36.1% | -32.2% |
| All | +64.0% | -7.6% | +71.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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