+355.2%
IBM vs PODD
+770.9%
-415.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.5% | -4.4% | +2.9% | -1.0% |
| 30D | +8.4% | +9.4% | -1.0% | +7.1% |
| 3M | +4.2% | +3.6% | +0.5% | +3.6% |
| 6M | +7.9% | -4.0% | +11.9% | +7.8% |
| YTD | -15.2% | -47.9% | +32.7% | -9.2% |
| 1Y | -18.7% | -53.8% | +35.1% | -11.8% |
| 3Y | +79.2% | -4.5% | +83.7% | +75.3% |
| 5Y | +144.7% | -51.9% | +196.6% | +153.9% |
| 10Y | +141.6% | +308.9% | -167.3% | +83.5% |
| All | +355.2% | +770.9% | -415.7% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling