-56.7%
PODD vs IRE
-82.8%
+26.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.2% | -13.8% | -3.3% |
| 7D | -4.1% | +58.9% | -63.0% | -3.3% |
| 30D | +0.8% | +17.2% | -16.4% | +1.3% |
| 3M | -6.1% | -58.6% | +52.5% | -5.9% |
| 6M | -40.0% | -23.5% | -16.5% | -40.6% |
| YTD | -49.9% | -47.4% | -2.5% | -50.7% |
| All | -56.7% | -82.8% | +26.1% | -57.6% |
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