+22.2%
MDLZ vs IWF
+54.7%
-32.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +10.0% | -10.1% | +20.1% | +11.2% |
| 3M | +7.1% | -7.6% | +14.7% | +7.9% |
| 6M | +9.8% | -6.7% | +16.6% | +10.4% |
| YTD | +26.6% | -2.5% | +29.2% | +26.2% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.7% |
| 3Y | +5.4% | +68.6% | -63.2% | -11.2% |
| 5Y | +22.2% | +55.8% | -33.6% | -1.3% |
| All | +22.2% | +54.7% | -32.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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