+215.2%
PODD vs IAG
+427.6%
-212.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | -10.5% | -1.1% | -9.4% | -10.5% |
| 30D | -9.0% | +12.1% | -21.2% | -9.8% |
| 3M | -11.5% | +25.5% | -37.1% | -13.2% |
| 6M | -44.7% | -7.1% | -37.6% | -44.8% |
| YTD | -53.6% | +22.9% | -76.4% | -54.8% |
| 1Y | -61.0% | +83.3% | -144.3% | -63.2% |
| 3Y | -24.7% | +808.5% | -833.2% | -38.4% |
| 5Y | -55.5% | +838.0% | -893.4% | -64.6% |
| All | +215.2% | +427.6% | -212.4% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling