+241.1%
IONQ vs MDLZ
+23.2%
+217.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.6% | +1.7% | -7.2% | -5.4% |
| 30D | -15.2% | +1.1% | -16.3% | -15.1% |
| 3M | -34.9% | -1.8% | -33.1% | -34.7% |
| 6M | +4.9% | +12.3% | -7.4% | +5.0% |
| YTD | -17.9% | +18.0% | -35.9% | -18.3% |
| 1Y | -16.0% | +3.8% | -19.8% | -15.6% |
| 3Y | +90.5% | -2.4% | +92.9% | +92.4% |
| 5Y | +268.4% | +18.4% | +250.0% | +244.0% |
| All | +241.1% | +23.2% | +217.9% | +213.8% |
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