+115.5%
IBM vs PODD
-51.3%
+166.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | +0.3% | +10.7% | -10.4% | -0.8% |
| 3M | -21.6% | +0.7% | -22.3% | -21.9% |
| 6M | -4.7% | -39.3% | +34.6% | -0.7% |
| YTD | -19.1% | -48.1% | +29.0% | -14.5% |
| 1Y | -2.5% | -57.4% | +54.9% | +4.7% |
| 3Y | +74.2% | -23.3% | +97.4% | +75.7% |
| All | +115.5% | -51.3% | +166.8% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling