+575.6%
ICE vs PODD
+736.9%
-161.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.5% |
| 7D | -1.2% | -4.1% | +3.0% | -0.3% |
| 30D | +5.0% | +0.8% | +4.2% | +4.7% |
| 3M | +13.9% | -6.1% | +20.0% | +14.3% |
| 6M | -4.4% | -40.0% | +35.6% | +4.4% |
| YTD | -1.9% | -49.9% | +48.0% | +11.0% |
| 1Y | -8.1% | -59.3% | +51.2% | +8.2% |
| 3Y | +42.5% | -17.2% | +59.7% | +40.1% |
| 5Y | +40.6% | -53.0% | +93.6% | +50.6% |
| 10Y | +217.1% | +226.1% | -9.0% | +107.2% |
| All | +575.6% | +736.9% | -161.3% | +178.9% |
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