+5.8%
MDLZ vs IOVA
+85.3%
-79.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | +1.7% | -5.2% | +6.9% | +1.7% |
| 30D | +11.2% | -37.8% | +49.0% | +11.8% |
| 3M | +6.1% | +29.5% | -23.3% | +4.6% |
| 6M | +8.6% | +96.6% | -88.0% | +5.2% |
| YTD | +25.8% | +194.5% | -168.7% | +20.1% |
| 1Y | +21.7% | +248.1% | -226.4% | +15.3% |
| 3Y | +5.8% | +86.1% | -80.3% | -2.1% |
| All | +5.8% | +85.3% | -79.4% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling