+838.7%
PODD vs IBB
+764.5%
+74.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | -0.2% |
| 7D | -2.5% | +2.7% | -5.2% | -4.8% |
| 30D | +10.7% | +6.3% | +4.4% | +4.4% |
| 3M | +6.1% | +11.1% | -4.9% | -4.4% |
| 6M | -2.8% | +29.2% | -32.1% | -24.4% |
| YTD | -47.3% | +30.2% | -77.5% | -59.7% |
| 1Y | -53.2% | +39.5% | -92.7% | -66.4% |
| 3Y | -2.0% | +92.3% | -94.3% | -49.5% |
| 5Y | -52.9% | +43.0% | -95.9% | -67.4% |
| 10Y | +321.1% | +137.1% | +183.9% | +69.6% |
| All | +838.7% | +764.5% | +74.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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