+945.1%
IGV vs MDLZ
+471.1%
+473.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | -3.0% | +1.4% | -4.5% | -3.7% |
| 3M | +9.6% | 0.0% | +9.6% | +9.0% |
| 6M | +16.1% | +9.1% | +7.0% | +10.7% |
| YTD | -3.6% | +17.9% | -21.6% | -11.7% |
| 1Y | -7.8% | +3.2% | -11.1% | -10.9% |
| 3Y | +40.0% | -2.5% | +42.5% | +35.2% |
| 5Y | +21.2% | +17.6% | +3.6% | +6.5% |
| 10Y | +364.4% | +87.9% | +276.5% | +226.5% |
| All | +945.1% | +471.1% | +473.9% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling