+139.9%
IBM vs PODD
+308.1%
-168.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | -2.2% | -4.4% | +2.2% | -1.7% |
| 30D | +7.7% | +9.4% | -1.8% | +6.5% |
| 3M | +3.5% | +3.6% | -0.2% | +2.9% |
| 6M | +7.2% | -4.0% | +11.1% | +7.1% |
| YTD | -15.8% | -47.9% | +32.1% | -10.4% |
| 1Y | -19.3% | -53.8% | +34.5% | -13.1% |
| 3Y | +78.0% | -4.5% | +82.5% | +74.5% |
| 5Y | +143.0% | -51.9% | +194.9% | +152.6% |
| 10Y | +139.9% | +308.9% | -169.0% | +103.4% |
| All | +139.9% | +308.1% | -168.2% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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