+136.5%
IBM vs PODD
+228.4%
-91.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +0.3% | -4.1% | +4.4% | +0.8% |
| 30D | -1.5% | +0.8% | -2.3% | -1.6% |
| 3M | -16.8% | -6.1% | -10.7% | -16.5% |
| 6M | -9.0% | -40.0% | +30.9% | -4.5% |
| YTD | -20.1% | -49.9% | +29.9% | -14.5% |
| 1Y | -7.0% | -59.3% | +52.3% | +1.4% |
| 3Y | +72.4% | -17.2% | +89.6% | +71.5% |
| 5Y | +112.0% | -53.0% | +165.0% | +120.7% |
| All | +136.5% | +228.4% | -91.9% | +103.6% |
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