+17.6%
MDLZ vs IEF
-8.6%
+26.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +1.4% | -0.6% | +2.0% | +1.7% |
| 3M | 0.0% | -1.0% | +1.0% | +0.5% |
| 6M | +9.1% | -3.1% | +12.2% | +10.7% |
| YTD | +17.9% | -1.9% | +19.8% | +19.0% |
| 1Y | +3.2% | -1.4% | +4.6% | +3.9% |
| 3Y | -2.5% | +9.8% | -12.3% | -5.6% |
| 5Y | +17.6% | -8.8% | +26.4% | +12.1% |
| All | +17.6% | -8.6% | +26.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling