+40.6%
ICE vs PODD
-53.4%
+94.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.6% |
| 7D | -1.2% | -4.1% | +3.0% | -0.5% |
| 30D | +5.0% | +0.8% | +4.2% | +4.8% |
| 3M | +13.9% | -6.1% | +20.0% | +14.2% |
| 6M | -4.4% | -40.0% | +35.6% | +2.6% |
| YTD | -1.9% | -49.9% | +48.0% | +8.4% |
| 1Y | -8.1% | -59.3% | +51.2% | +4.9% |
| 3Y | +42.5% | -17.2% | +59.7% | +40.1% |
| 5Y | +40.6% | -53.0% | +93.6% | +52.6% |
| All | +40.6% | -53.4% | +94.1% | +52.6% |
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