-12.4%
IP vs PODD
-52.5%
+40.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +1.7% |
| 7D | -5.1% | -2.1% | -2.9% | -4.8% |
| 30D | +8.5% | +9.0% | -0.5% | +7.2% |
| 3M | -13.8% | +5.2% | -19.0% | -14.5% |
| 6M | +5.7% | -3.2% | +8.9% | +5.4% |
| YTD | -9.1% | -48.5% | +39.3% | -1.3% |
| 1Y | -0.8% | -54.7% | +53.9% | +9.7% |
| 3Y | +14.8% | -7.8% | +22.6% | +13.4% |
| All | -12.4% | -52.5% | +40.1% | -11.6% |
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 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