+52.2%
IJR vs PODD
-23.0%
+75.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | -2.3% | -10.6% | +8.2% | -0.8% |
| 30D | -4.7% | -6.9% | +2.2% | -3.8% |
| 3M | +2.1% | -10.6% | +12.8% | +3.0% |
| 6M | +13.9% | -43.5% | +57.3% | +23.6% |
| YTD | +18.2% | -52.6% | +70.8% | +32.4% |
| 1Y | +21.8% | -60.1% | +81.9% | +40.4% |
| All | +52.2% | -23.0% | +75.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling