+22.2%
MDLZ vs IVZ
+37.3%
-15.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | +0.1% |
| 7D | +0.1% | +4.1% | -4.0% | -0.3% |
| 30D | +10.0% | -2.0% | +12.0% | +10.1% |
| 3M | +7.1% | -7.8% | +14.9% | +7.6% |
| 6M | +9.8% | +6.3% | +3.5% | +8.7% |
| YTD | +26.6% | +12.6% | +14.1% | +24.1% |
| 1Y | +20.3% | +27.6% | -7.3% | +16.0% |
| 3Y | +5.4% | +154.0% | -148.6% | -11.0% |
| 5Y | +22.2% | +37.3% | -15.1% | +16.1% |
| All | +22.2% | +37.3% | -15.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling