+855.4%
PODD vs IRM
+1,039.1%
-183.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.4% |
| 7D | +4.1% | +6.8% | -2.7% | +1.5% |
| 30D | +13.9% | +2.6% | +11.2% | +12.5% |
| 3M | +4.1% | -9.5% | +13.6% | +7.3% |
| 6M | +2.4% | -8.5% | +10.9% | +4.3% |
| YTD | -46.4% | +40.3% | -86.6% | -54.4% |
| 1Y | -54.2% | +28.7% | -82.8% | -59.7% |
| 3Y | -6.9% | +111.8% | -118.7% | -34.6% |
| 5Y | -51.6% | +189.1% | -240.7% | -70.2% |
| 10Y | +329.3% | +519.8% | -190.5% | +75.0% |
| All | +855.4% | +1,039.1% | -183.7% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling