+835.4%
PODD vs IT
+619.9%
+215.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -4.4% | -3.7% | -0.7% | -2.6% |
| 30D | +8.1% | -3.1% | +11.2% | +8.8% |
| 3M | +2.9% | +6.3% | -3.4% | -1.8% |
| 6M | -5.7% | +24.8% | -30.5% | -19.6% |
| YTD | -47.5% | -24.4% | -23.1% | -44.4% |
| 1Y | -55.7% | -17.1% | -38.6% | -55.3% |
| 3Y | -3.7% | -53.6% | +49.9% | +23.4% |
| 5Y | -52.6% | -42.5% | -10.1% | -46.5% |
| 10Y | +320.3% | +88.8% | +231.5% | +120.2% |
| All | +835.4% | +619.9% | +215.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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