+56.5%
IOT vs PODD
-46.6%
+103.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -2.4% |
| 7D | +5.1% | -6.9% | +12.0% | +8.3% |
| 30D | -3.0% | -3.5% | +0.4% | -1.7% |
| 3M | +15.0% | -13.6% | +28.6% | +20.3% |
| 6M | +13.1% | -42.6% | +55.8% | +40.6% |
| YTD | +9.0% | -51.5% | +60.5% | +45.9% |
| 1Y | +0.1% | -60.9% | +61.0% | +46.8% |
| 3Y | +26.4% | -19.8% | +46.2% | +24.0% |
| All | +56.5% | -46.6% | +103.1% | +90.2% |
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