+879.1%
IVV vs MDLZ
+449.8%
+429.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | -1.7% | +1.9% | +0.9% |
| 30D | +0.1% | -2.1% | +2.2% | +0.9% |
| 3M | +2.0% | +1.3% | +0.7% | +0.6% |
| 6M | +13.0% | +6.2% | +6.8% | +8.8% |
| YTD | +13.6% | +15.8% | -2.2% | +4.7% |
| 1Y | +20.1% | +4.1% | +16.0% | +15.7% |
| 3Y | +77.6% | -4.1% | +81.7% | +73.6% |
| 5Y | +82.5% | +13.4% | +69.1% | +63.3% |
| 10Y | +316.5% | +75.7% | +240.8% | +199.4% |
| All | +879.1% | +449.8% | +429.2% | +297.4% |
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