+710.2%
ITW vs PODD
+711.3%
-1.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.3% |
| 7D | -1.9% | -6.9% | +5.0% | -0.8% |
| 30D | -10.4% | -3.5% | -6.9% | -9.9% |
| 3M | +3.5% | -13.6% | +17.1% | +5.2% |
| 6M | -3.4% | -42.6% | +39.3% | +4.2% |
| YTD | +8.5% | -51.5% | +60.0% | +20.0% |
| 1Y | +3.2% | -60.9% | +64.1% | +18.0% |
| 3Y | +18.9% | -19.8% | +38.7% | +17.3% |
| 5Y | +35.0% | -54.4% | +89.4% | +42.6% |
| 10Y | +188.6% | +236.1% | -47.4% | +100.4% |
| All | +710.2% | +711.3% | -1.1% | +280.8% |
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