+320.2%
MDLZ vs IOVA
-91.6%
+411.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.7% | +9.7% | -11.5% | -1.8% |
| 30D | -2.1% | +102.5% | -104.6% | -3.0% |
| 3M | +1.3% | +100.7% | -99.4% | +0.4% |
| 6M | +6.2% | +106.3% | -100.1% | +5.0% |
| YTD | +15.8% | +222.0% | -206.2% | +13.9% |
| 1Y | +4.1% | +299.5% | -295.4% | +2.0% |
| 3Y | -4.1% | +42.9% | -47.0% | -5.9% |
| 5Y | +13.4% | -65.0% | +78.3% | +11.9% |
| 10Y | +75.7% | +10.3% | +65.5% | +71.3% |
| All | +320.2% | -91.6% | +411.8% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling