+2.3%
IP vs PODD
-48.3%
+50.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | +1.1% |
| 7D | +3.4% | +10.8% | -7.4% | +2.7% |
| 30D | +11.2% | +21.7% | -10.4% | +9.7% |
| 3M | -14.8% | -1.1% | -13.7% | -15.0% |
| 6M | +17.3% | -3.7% | +21.0% | +16.1% |
| YTD | -6.2% | -41.9% | +35.8% | -0.4% |
| 1Y | +2.3% | -48.5% | +50.8% | +11.2% |
| All | +2.3% | -48.3% | +50.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling