+145.6%
IEMG vs PODD
+574.6%
-429.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.5% |
| 7D | +2.8% | -4.1% | +6.9% | +3.4% |
| 30D | +4.6% | +0.8% | +3.9% | +4.4% |
| 3M | +5.5% | -6.1% | +11.6% | +5.5% |
| 6M | +19.7% | -40.0% | +59.7% | +27.2% |
| YTD | +25.5% | -49.9% | +75.5% | +36.9% |
| 1Y | +35.5% | -59.3% | +94.8% | +52.1% |
| 3Y | +88.0% | -17.2% | +105.2% | +84.5% |
| 5Y | +50.6% | -53.0% | +103.6% | +57.5% |
| 10Y | +138.4% | +226.1% | -87.8% | +83.2% |
| All | +145.6% | +574.6% | -429.0% | +60.8% |
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 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