+506.2%
MDLZ vs IVZ
+85.1%
+421.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | -0.5% |
| 7D | +0.1% | +4.1% | -4.0% | -0.7% |
| 30D | +10.0% | -2.0% | +12.0% | +10.1% |
| 3M | +7.1% | -7.8% | +14.9% | +8.2% |
| 6M | +9.8% | +6.3% | +3.5% | +7.8% |
| YTD | +26.6% | +12.6% | +14.1% | +22.3% |
| 1Y | +20.3% | +27.6% | -7.3% | +13.5% |
| 3Y | +5.4% | +154.0% | -148.6% | -14.5% |
| 5Y | +22.2% | +37.3% | -15.1% | +8.9% |
| 10Y | +92.2% | +50.5% | +41.6% | +56.5% |
| All | +506.2% | +85.1% | +421.1% | +278.4% |
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 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