-54.5%
PODD vs IRE
-97.3%
+42.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.7% | +2.2% |
| 7D | -2.5% | -15.5% | +13.0% | -2.3% |
| 30D | +10.7% | -70.4% | +81.1% | +9.3% |
| 3M | +6.1% | -81.6% | +87.7% | +4.2% |
| 6M | -2.8% | -94.7% | +91.9% | -4.9% |
| YTD | -47.3% | -91.8% | +44.5% | -49.3% |
| 1Y | -53.2% | -97.6% | +44.4% | -55.4% |
| All | -54.5% | -97.3% | +42.8% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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