+824.1%
PODD vs IBB
+734.3%
+89.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.3% |
| 7D | +1.6% | +1.4% | +0.2% | +0.3% |
| 30D | +10.7% | +10.5% | +0.2% | +0.8% |
| 3M | +0.7% | +23.6% | -22.9% | -17.8% |
| 6M | -39.3% | +22.6% | -61.9% | -50.5% |
| YTD | -48.1% | +25.7% | -73.8% | -58.8% |
| 1Y | -57.4% | +51.4% | -108.8% | -71.6% |
| 3Y | -23.3% | +64.4% | -87.6% | -53.9% |
| 5Y | -51.3% | +22.1% | -73.4% | -60.9% |
| 10Y | +242.0% | +132.5% | +109.6% | +40.5% |
| All | +824.1% | +734.3% | +89.8% | -39.4% |
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