+38.4%
IGV vs MDLZ
-2.9%
+41.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.9% | +1.9% | -4.8% | -2.7% |
| 30D | -1.5% | +0.4% | -1.9% | -1.4% |
| 3M | +11.7% | -0.6% | +12.3% | +11.7% |
| 6M | +18.4% | +14.7% | +3.7% | +20.1% |
| YTD | -3.9% | +18.0% | -21.9% | -2.5% |
| 1Y | -9.7% | +4.1% | -13.8% | -8.6% |
| 3Y | +38.4% | -4.6% | +43.0% | +38.7% |
| All | +38.4% | -2.9% | +41.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling