-12.3%
IP vs PODD
-46.6%
+34.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -3.2% |
| 7D | -5.0% | +2.4% | -7.3% | -5.3% |
| 30D | +6.5% | +15.9% | -9.3% | +4.4% |
| 3M | -18.0% | +17.2% | -35.2% | -19.8% |
| 6M | +10.3% | -6.8% | +17.1% | +10.4% |
| YTD | -9.9% | -45.1% | +35.2% | -2.9% |
| 1Y | -1.1% | -50.3% | +49.3% | +8.1% |
| 3Y | +13.0% | -4.0% | +17.0% | +11.0% |
| 5Y | -12.3% | -49.3% | +37.0% | -11.3% |
| All | -12.3% | -46.6% | +34.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling