+330.4%
PODD vs IRM
+524.5%
-194.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -4.4% | +8.6% | -13.0% | -6.5% |
| 30D | +8.1% | 0.0% | +8.1% | +8.0% |
| 3M | +2.9% | -7.1% | +10.1% | +4.5% |
| 6M | -5.7% | -7.9% | +2.2% | -4.6% |
| YTD | -47.5% | +41.3% | -88.8% | -53.7% |
| 1Y | -55.7% | +20.7% | -76.4% | -59.0% |
| 3Y | -3.7% | +112.2% | -115.9% | -25.6% |
| 5Y | -52.6% | +191.2% | -243.8% | -66.2% |
| All | +330.4% | +524.5% | -194.2% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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