+3.8%
MDLZ vs IJR
+21.3%
-17.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +1.7% | -2.3% | +4.0% | +1.8% |
| 30D | +1.1% | -4.7% | +5.8% | +1.4% |
| 3M | -1.8% | +2.1% | -4.0% | -2.3% |
| 6M | +12.3% | +13.9% | -1.6% | +9.6% |
| YTD | +18.0% | +18.2% | -0.2% | +13.5% |
| 1Y | +3.8% | +21.8% | -18.0% | -1.0% |
| All | +3.8% | +21.3% | -17.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling