+40.3%
ICE vs PODD
-53.5%
+93.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.2% | -4.4% | +7.6% | +3.8% |
| 30D | +12.9% | +9.4% | +3.5% | +11.2% |
| 3M | +17.5% | +3.6% | +13.9% | +16.7% |
| 6M | +14.0% | -4.0% | +17.9% | +13.6% |
| YTD | +10.0% | -47.9% | +57.9% | +20.6% |
| 1Y | +19.5% | -53.8% | +73.3% | +33.5% |
| 3Y | +66.8% | -4.5% | +71.3% | +60.0% |
| 5Y | +40.3% | -51.9% | +92.2% | +50.8% |
| All | +40.3% | -53.5% | +93.9% | +50.8% |
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