+87.9%
MDLZ vs IVZ
+60.3%
+27.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | +1.4% | +1.8% | -0.3% | +1.1% |
| 3M | 0.0% | +15.7% | -15.7% | -2.9% |
| 6M | +9.1% | +36.3% | -27.2% | +2.7% |
| YTD | +17.9% | +24.9% | -7.0% | +12.2% |
| 1Y | +3.2% | +48.9% | -45.7% | -5.2% |
| 3Y | -2.5% | +136.8% | -139.3% | -20.6% |
| 5Y | +17.6% | +60.0% | -42.4% | +1.6% |
| 10Y | +87.9% | +63.4% | +24.6% | +49.4% |
| All | +87.9% | +60.3% | +27.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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