-0.8%
IP vs PODD
-54.7%
+53.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +1.3% |
| 7D | -5.1% | -2.1% | -2.9% | -4.9% |
| 30D | +8.5% | +9.0% | -0.5% | +8.0% |
| 3M | -13.8% | +5.2% | -19.0% | -14.1% |
| 6M | +5.7% | -3.2% | +8.9% | +6.0% |
| YTD | -9.1% | -48.5% | +39.3% | -2.8% |
| 1Y | -0.8% | -54.7% | +53.9% | +8.8% |
| All | -0.8% | -54.7% | +53.9% | +8.8% |
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