+38.2%
IWM vs MDLZ
+17.0%
+21.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.7% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -3.1% | +1.4% | -4.6% | -3.5% |
| 3M | +2.2% | 0.0% | +2.2% | +1.9% |
| 6M | +15.1% | +9.1% | +5.9% | +11.8% |
| YTD | +18.6% | +17.9% | +0.6% | +12.1% |
| 1Y | +24.0% | +3.2% | +20.8% | +22.0% |
| 3Y | +63.7% | -2.5% | +66.2% | +61.3% |
| 5Y | +38.2% | +17.6% | +20.6% | +17.5% |
| All | +38.2% | +17.0% | +21.2% | +17.5% |
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