+98.4%
IP vs PODD
+818.4%
-720.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -2.8% |
| 7D | -5.0% | +2.4% | -7.3% | -5.5% |
| 30D | +6.5% | +15.9% | -9.3% | +3.3% |
| 3M | -18.0% | +17.2% | -35.2% | -20.8% |
| 6M | +10.3% | -6.8% | +17.1% | +10.4% |
| YTD | -9.9% | -45.1% | +35.2% | 0.0% |
| 1Y | -1.1% | -50.3% | +49.3% | +11.9% |
| 3Y | +13.0% | -4.0% | +17.0% | +8.4% |
| 5Y | -12.3% | -49.3% | +37.0% | -7.7% |
| 10Y | +26.8% | +343.1% | -316.3% | -28.0% |
| All | +98.4% | +818.4% | -720.0% | -34.2% |
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