+17.3%
MDLZ vs IEMG
+48.5%
-31.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +0.4% | +1.9% | -1.5% | +0.1% |
| 3M | -0.6% | +1.4% | -2.0% | -1.1% |
| 6M | +14.7% | +15.2% | -0.5% | +10.5% |
| YTD | +18.0% | +23.8% | -5.8% | +11.7% |
| 1Y | +4.1% | +30.7% | -26.5% | -2.8% |
| 3Y | -4.6% | +83.3% | -87.9% | -19.6% |
| All | +17.3% | +48.5% | -31.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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