-4.5%
MDLZ vs IAG
+790.4%
-795.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -2.1% | +28.9% | -31.0% | -2.5% |
| 3M | +1.3% | +19.1% | -17.8% | +1.1% |
| 6M | +6.2% | -10.3% | +16.5% | +6.7% |
| YTD | +15.8% | +24.2% | -8.4% | +15.3% |
| 1Y | +4.1% | +116.5% | -112.4% | +1.9% |
| All | -4.5% | +790.4% | -795.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling