+502.4%
MDLZ vs IBB
+563.5%
-61.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +11.2% | +5.1% | +6.1% | +9.5% |
| 3M | +6.1% | +10.7% | -4.6% | +2.8% |
| 6M | +8.6% | +22.9% | -14.3% | +1.9% |
| YTD | +25.8% | +26.7% | -0.9% | +16.7% |
| 1Y | +21.7% | +35.1% | -13.4% | +10.7% |
| 3Y | +5.8% | +80.2% | -74.4% | -12.2% |
| 5Y | +21.4% | +37.8% | -16.4% | +7.5% |
| 10Y | +97.2% | +161.2% | -64.0% | +42.4% |
| All | +502.4% | +563.5% | -61.1% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling