+75.6%
IVV vs MDLZ
+21.8%
+53.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | -2.3% | +7.9% | -10.3% | -3.9% |
| 3M | -1.2% | +8.9% | -10.1% | -3.0% |
| 6M | +3.3% | +10.5% | -7.2% | +0.7% |
| YTD | +12.3% | +27.1% | -14.8% | +4.9% |
| 1Y | +12.5% | +20.9% | -8.4% | +6.6% |
| 3Y | +79.2% | +5.5% | +73.6% | +73.8% |
| 5Y | +75.6% | +22.2% | +53.4% | +51.0% |
| All | +75.6% | +21.8% | +53.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling