+19.6%
ITW vs PODD
-23.0%
+42.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -2.4% | -10.6% | +8.2% | -1.8% |
| 30D | -9.5% | -6.9% | -2.6% | -9.2% |
| 3M | +6.6% | -10.6% | +17.3% | +7.0% |
| 6M | -1.8% | -43.5% | +41.7% | +1.3% |
| YTD | +9.0% | -52.6% | +61.6% | +13.7% |
| 1Y | +3.6% | -60.1% | +63.7% | +9.1% |
| All | +19.6% | -23.0% | +42.6% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling