+339.6%
PODD vs IRM
+520.0%
-180.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +4.1% | +6.8% | -2.7% | +2.2% |
| 30D | +13.9% | +2.6% | +11.2% | +12.9% |
| 3M | +4.1% | -9.5% | +13.6% | +6.5% |
| 6M | +2.4% | -8.5% | +10.9% | +3.8% |
| YTD | -46.4% | +40.3% | -86.6% | -52.6% |
| 1Y | -54.2% | +28.7% | -82.8% | -58.4% |
| 3Y | -6.9% | +111.8% | -118.7% | -27.9% |
| 5Y | -51.6% | +189.1% | -240.7% | -65.4% |
| All | +339.6% | +520.0% | -180.4% | +157.2% |
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