-16.1%
IP vs PODD
-51.3%
+35.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.5% |
| 7D | -5.3% | +1.6% | -6.9% | -5.5% |
| 30D | -10.9% | +10.7% | -21.5% | -12.1% |
| 3M | +11.2% | +0.7% | +10.4% | +10.5% |
| 6M | -10.2% | -39.3% | +29.1% | -4.7% |
| YTD | -2.0% | -48.1% | +46.1% | +6.4% |
| 1Y | -19.1% | -57.4% | +38.3% | -9.7% |
| 3Y | +20.9% | -23.3% | +44.1% | +22.4% |
| All | -16.1% | -51.3% | +35.2% | -13.5% |
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