+41.3%
ICE vs PODD
-21.1%
+62.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | -0.9% | -6.9% | +6.0% | -0.1% |
| 30D | +4.0% | -3.5% | +7.4% | +4.3% |
| 3M | +11.0% | -13.6% | +24.6% | +12.2% |
| 6M | -5.0% | -42.6% | +37.7% | +0.3% |
| YTD | -2.7% | -51.5% | +48.8% | +4.6% |
| 1Y | -8.6% | -60.9% | +52.3% | +0.5% |
| All | +41.3% | -21.1% | +62.4% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling