+356.7%
MDLZ vs IOVA
-92.3%
+449.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.2% |
| 7D | +1.7% | -5.2% | +6.9% | +1.7% |
| 30D | +11.2% | -37.8% | +49.0% | +11.6% |
| 3M | +6.1% | +29.5% | -23.3% | +5.6% |
| 6M | +8.6% | +96.6% | -88.0% | +7.2% |
| YTD | +25.8% | +194.5% | -168.7% | +23.6% |
| 1Y | +21.7% | +248.1% | -226.4% | +19.2% |
| 3Y | +5.8% | +86.1% | -80.3% | +3.4% |
| 5Y | +21.4% | -67.8% | +89.2% | +19.7% |
| 10Y | +97.2% | +38.6% | +58.6% | +91.7% |
| All | +356.7% | -92.3% | +449.0% | +329.6% |
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