+456.2%
IJH vs PODD
+711.3%
-255.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | -0.7% | -6.9% | +6.2% | +0.7% |
| 30D | -3.8% | -3.5% | -0.4% | -3.3% |
| 3M | 0.0% | -13.6% | +13.6% | +1.9% |
| 6M | +8.8% | -42.6% | +51.4% | +19.4% |
| YTD | +13.5% | -51.5% | +65.0% | +28.7% |
| 1Y | +15.4% | -60.9% | +76.3% | +36.2% |
| 3Y | +50.9% | -19.8% | +70.7% | +49.7% |
| 5Y | +47.8% | -54.4% | +102.2% | +59.6% |
| 10Y | +183.1% | +236.1% | -53.0% | +92.6% |
| All | +456.2% | +711.3% | -255.1% | +139.3% |
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