+743.9%
PODD vs IFF
+156.3%
+587.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -10.6% | -2.8% | -7.8% | -9.4% |
| 30D | -6.9% | -1.1% | -5.8% | -6.5% |
| 3M | -10.6% | +13.8% | -24.5% | -17.4% |
| 6M | -43.5% | +16.7% | -60.1% | -49.8% |
| YTD | -52.6% | +26.1% | -78.7% | -59.8% |
| 1Y | -60.1% | +33.5% | -93.6% | -67.3% |
| 3Y | -21.7% | +31.6% | -53.3% | -37.5% |
| 5Y | -54.6% | -34.9% | -19.7% | -49.5% |
| 10Y | +228.2% | -20.3% | +248.5% | +174.6% |
| All | +743.9% | +156.3% | +587.6% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling