+87.9%
MDLZ vs IEF
+4.6%
+83.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +1.4% | -0.6% | +2.0% | +1.5% |
| 3M | 0.0% | -1.0% | +1.0% | +0.1% |
| 6M | +9.1% | -3.1% | +12.2% | +9.4% |
| YTD | +17.9% | -1.9% | +19.8% | +18.1% |
| 1Y | +3.2% | -1.4% | +4.6% | +3.4% |
| 3Y | -2.5% | +9.8% | -12.3% | -2.0% |
| 5Y | +17.6% | -8.8% | +26.4% | +6.2% |
| 10Y | +87.9% | +4.7% | +83.3% | +82.7% |
| All | +87.9% | +4.6% | +83.4% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling