+454.2%
MDLZ vs IVZ
+111.8%
+342.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | -2.1% | +4.0% | -6.1% | -2.8% |
| 3M | +1.3% | +18.2% | -16.9% | -2.0% |
| 6M | +6.2% | +32.8% | -26.6% | +0.3% |
| YTD | +15.8% | +28.7% | -13.0% | +9.6% |
| 1Y | +4.1% | +55.4% | -51.3% | -4.9% |
| 3Y | -4.1% | +135.2% | -139.3% | -20.7% |
| 5Y | +13.4% | +64.2% | -50.8% | -2.1% |
| 10Y | +75.7% | +64.6% | +11.1% | +41.3% |
| All | +454.2% | +111.8% | +342.5% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling