+87.9%
MDLZ vs IYR
+65.1%
+22.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +1.4% | -2.4% | +3.8% | +2.8% |
| 3M | 0.0% | -2.0% | +2.0% | +1.2% |
| 6M | +9.1% | +2.5% | +6.7% | +7.7% |
| YTD | +17.9% | +8.3% | +9.6% | +12.9% |
| 1Y | +3.2% | +6.5% | -3.2% | -0.3% |
| 3Y | -2.5% | +29.3% | -31.8% | -16.2% |
| 5Y | +17.6% | +5.7% | +11.9% | +11.9% |
| 10Y | +87.9% | +69.2% | +18.7% | +30.7% |
| All | +87.9% | +65.1% | +22.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling