+90.0%
MDLZ vs IOVA
+34.0%
+56.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | +1.7% | -5.2% | +6.9% | +1.8% |
| 30D | +11.2% | -37.8% | +49.0% | +12.4% |
| 3M | +6.1% | +29.5% | -23.3% | +4.2% |
| 6M | +8.6% | +96.6% | -88.0% | +4.3% |
| YTD | +25.8% | +194.5% | -168.7% | +18.3% |
| 1Y | +21.7% | +248.1% | -226.4% | +13.5% |
| 3Y | +5.8% | +86.1% | -80.3% | -3.0% |
| 5Y | +21.4% | -67.8% | +89.2% | +16.5% |
| All | +90.0% | +34.0% | +56.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling