+447.1%
MDLZ vs IAG
+377.5%
+69.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +1.3% | +19.1% | -17.8% | +0.4% |
| 6M | +6.2% | -10.3% | +16.5% | +6.2% |
| YTD | +15.8% | +24.2% | -8.4% | +14.1% |
| 1Y | +4.1% | +116.5% | -112.4% | +0.2% |
| 3Y | -4.1% | +742.8% | -746.9% | -13.8% |
| 5Y | +13.4% | +753.3% | -740.0% | +0.3% |
| 10Y | +75.7% | +403.2% | -327.5% | +54.5% |
| All | +447.1% | +377.5% | +69.6% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling