+24.4%
MDLZ vs IOT
+8.2%
+16.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.7% | +3.5% |
| 7D | +8.9% | -0.5% | +9.4% | +8.9% |
| 30D | +15.2% | +1.0% | +14.2% | +15.2% |
| 3M | +9.5% | +10.9% | -1.4% | +9.8% |
| 6M | +11.7% | +39.9% | -28.2% | +13.6% |
| YTD | +28.4% | +20.8% | +7.7% | +29.2% |
| 1Y | +24.4% | +10.6% | +13.9% | +23.6% |
| All | +24.4% | +8.2% | +16.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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