-55.3%
PODD vs IFF
-35.8%
-19.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -10.5% | -3.2% | -7.4% | -9.7% |
| 30D | -9.0% | -0.3% | -8.7% | -9.0% |
| 3M | -11.5% | +8.4% | -20.0% | -14.5% |
| 6M | -44.7% | +23.0% | -67.8% | -49.7% |
| YTD | -53.6% | +25.5% | -79.0% | -58.4% |
| 1Y | -61.0% | +29.1% | -90.0% | -65.5% |
| 3Y | -24.7% | +31.7% | -56.4% | -36.1% |
| All | -55.3% | -35.8% | -19.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling