+263.5%
ICE vs PODD
+315.5%
-52.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.2% | -4.4% | +6.6% | +2.9% |
| 30D | +13.7% | +8.1% | +5.6% | +12.2% |
| 3M | +17.9% | +2.9% | +15.0% | +17.1% |
| 6M | +15.0% | -5.7% | +20.7% | +15.0% |
| YTD | +10.9% | -47.5% | +58.4% | +21.8% |
| 1Y | +17.0% | -55.7% | +72.7% | +32.0% |
| 3Y | +68.2% | -3.7% | +71.9% | +61.9% |
| 5Y | +40.4% | -52.6% | +93.0% | +49.0% |
| All | +263.5% | +315.5% | -52.0% | +197.4% |
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