+508.6%
MDLZ vs IWF
+964.6%
-456.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.8% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | +7.9% | -8.3% | +16.2% | +11.8% |
| 3M | +8.9% | -5.6% | +14.5% | +11.1% |
| 6M | +10.5% | -5.4% | +15.9% | +11.8% |
| YTD | +27.1% | -1.2% | +28.3% | +25.4% |
| 1Y | +20.9% | -2.6% | +23.6% | +20.1% |
| 3Y | +5.5% | +67.8% | -62.2% | -23.2% |
| 5Y | +22.2% | +60.1% | -37.8% | -11.1% |
| 10Y | +106.1% | +392.2% | -286.0% | -21.2% |
| All | +508.6% | +964.6% | -456.0% | +42.5% |
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