+5.8%
MDLZ vs IBB
+78.6%
-72.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +1.7% | -1.8% | +3.5% | +1.9% |
| 30D | +11.2% | +5.1% | +6.1% | +10.3% |
| 3M | +6.1% | +10.7% | -4.6% | +4.3% |
| 6M | +8.6% | +22.9% | -14.3% | +4.7% |
| YTD | +25.8% | +26.7% | -0.9% | +20.3% |
| 1Y | +21.7% | +35.1% | -13.4% | +14.5% |
| 3Y | +5.8% | +80.2% | -74.4% | -7.4% |
| All | +5.8% | +78.6% | -72.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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