+29.3%
IYR vs PODD
-21.1%
+50.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.8% |
| 7D | -0.9% | -6.9% | +6.0% | -0.1% |
| 30D | -2.4% | -3.5% | +1.1% | -2.0% |
| 3M | -2.0% | -13.6% | +11.6% | -0.8% |
| 6M | +2.5% | -42.6% | +45.1% | +9.1% |
| YTD | +8.3% | -51.5% | +59.8% | +17.9% |
| 1Y | +6.5% | -60.9% | +67.4% | +19.2% |
| All | +29.3% | -21.1% | +50.5% | +24.5% |
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 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