+334.3%
IBM vs PODD
+767.5%
-433.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -21.6% | +0.7% | -22.3% | -22.0% |
| 6M | -4.7% | -39.3% | +34.6% | +0.5% |
| YTD | -19.1% | -48.1% | +29.0% | -13.2% |
| 1Y | -2.5% | -57.4% | +54.9% | +6.9% |
| 3Y | +74.2% | -23.3% | +97.4% | +74.5% |
| 5Y | +113.1% | -51.3% | +164.4% | +120.8% |
| 10Y | +133.5% | +242.0% | -108.5% | +81.0% |
| All | +334.3% | +767.5% | -433.3% | +155.3% |
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