+115.7%
IP vs PODD
+767.5%
-651.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | -5.3% | +1.6% | -6.9% | -5.6% |
| 30D | -10.9% | +10.7% | -21.5% | -12.8% |
| 3M | +11.2% | +0.7% | +10.4% | +10.0% |
| 6M | -10.2% | -39.3% | +29.1% | -2.2% |
| YTD | -2.0% | -48.1% | +46.1% | +10.1% |
| 1Y | -19.1% | -57.4% | +38.3% | -5.6% |
| 3Y | +20.9% | -23.3% | +44.1% | +20.8% |
| 5Y | -17.8% | -51.3% | +33.4% | -13.0% |
| 10Y | +23.5% | +242.0% | -218.5% | -25.8% |
| All | +115.7% | +767.5% | -651.8% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling