+506.2%
MDLZ vs IWF
+949.9%
-443.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +10.0% | -10.1% | +20.1% | +15.0% |
| 3M | +7.1% | -7.6% | +14.7% | +10.3% |
| 6M | +9.8% | -6.7% | +16.6% | +11.9% |
| YTD | +26.6% | -2.5% | +29.2% | +25.8% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.1% |
| 3Y | +5.4% | +68.6% | -63.2% | -23.6% |
| 5Y | +22.2% | +55.8% | -33.6% | -9.9% |
| 10Y | +92.2% | +383.3% | -291.1% | -25.8% |
| All | +506.2% | +949.9% | -443.6% | +42.8% |
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