+23.0%
MDLZ vs IBB
+39.3%
-16.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +7.9% | +4.6% | +3.4% | +6.8% |
| 3M | +7.3% | +6.8% | +0.4% | +5.5% |
| 6M | +11.7% | +23.1% | -11.4% | +6.2% |
| YTD | +28.7% | +26.0% | +2.7% | +21.3% |
| 1Y | +22.8% | +30.4% | -7.6% | +14.6% |
| 3Y | +6.6% | +85.4% | -78.8% | -10.6% |
| All | +23.0% | +39.3% | -16.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling