+430.1%
IJR vs PODD
+711.3%
-281.2%
-58.2%
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% | -0.4% |
| 7D | -1.1% | -6.9% | +5.8% | +0.3% |
| 30D | -3.6% | -3.5% | -0.2% | -3.0% |
| 3M | +2.3% | -13.6% | +15.9% | +4.4% |
| 6M | +14.3% | -42.6% | +57.0% | +26.2% |
| YTD | +19.3% | -51.5% | +70.8% | +36.2% |
| 1Y | +22.6% | -60.9% | +83.5% | +46.0% |
| 3Y | +53.5% | -19.8% | +73.3% | +52.4% |
| 5Y | +39.9% | -54.4% | +94.3% | +51.7% |
| 10Y | +172.1% | +236.1% | -64.0% | +78.0% |
| All | +430.1% | +711.3% | -281.2% | +118.7% |
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