+17.6%
IP vs PODD
+324.4%
-306.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.2% |
| 7D | -0.3% | +4.1% | -4.4% | -0.8% |
| 30D | +7.9% | +13.9% | -5.9% | +6.2% |
| 3M | -15.3% | +4.1% | -19.4% | -15.8% |
| 6M | +10.5% | +2.4% | +8.1% | +9.5% |
| YTD | -9.4% | -46.4% | +37.0% | -3.2% |
| 1Y | -4.6% | -54.2% | +49.5% | +3.9% |
| 3Y | +21.2% | -6.9% | +28.1% | +19.8% |
| 5Y | -13.3% | -51.6% | +38.3% | -9.6% |
| All | +17.6% | +324.4% | -306.8% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling