+454.2%
MDLZ vs IWF
+1,025.5%
-571.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | +0.5% | -2.3% | -2.0% |
| 30D | -2.1% | -0.4% | -1.7% | -2.0% |
| 3M | +1.3% | -2.6% | +3.9% | +1.8% |
| 6M | +6.2% | +9.1% | -2.9% | +0.8% |
| YTD | +15.8% | +4.5% | +11.3% | +12.0% |
| 1Y | +4.1% | +10.1% | -6.0% | -2.1% |
| 3Y | -4.1% | +77.6% | -81.7% | -31.8% |
| 5Y | +13.4% | +73.7% | -60.4% | -20.4% |
| 10Y | +75.7% | +411.5% | -335.8% | -33.5% |
| All | +454.2% | +1,025.5% | -571.3% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling