+494.6%
MDLZ vs IAG
+337.4%
+157.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.5% |
| 7D | +1.7% | +21.4% | -19.8% | +0.9% |
| 30D | +11.2% | +4.0% | +7.1% | +10.9% |
| 3M | +6.1% | +17.0% | -10.9% | +5.3% |
| 6M | +8.6% | +1.4% | +7.1% | +8.1% |
| YTD | +25.8% | +13.8% | +12.1% | +24.3% |
| 1Y | +21.7% | +55.8% | -34.1% | +18.6% |
| 3Y | +5.8% | +647.4% | -641.6% | -4.5% |
| 5Y | +21.4% | +519.1% | -497.7% | +8.7% |
| 10Y | +97.2% | +345.6% | -248.4% | +74.2% |
| All | +494.6% | +337.4% | +157.2% | +380.0% |
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