+363.7%
MDLZ vs IEF
+129.4%
+234.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.8% |
| 30D | -2.1% | -0.8% | -1.3% | -2.4% |
| 3M | +1.3% | -1.0% | +2.3% | +1.0% |
| 6M | +6.2% | -2.8% | +9.0% | +5.1% |
| YTD | +15.8% | -1.5% | +17.3% | +15.2% |
| 1Y | +4.1% | -0.4% | +4.5% | +3.9% |
| 3Y | -4.1% | +9.7% | -13.7% | -0.5% |
| 5Y | +13.4% | -8.3% | +21.7% | +5.3% |
| 10Y | +75.7% | +4.6% | +71.1% | +77.5% |
| All | +363.7% | +129.4% | +234.4% | +584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling