+824.1%
PODD vs IT
+603.2%
+220.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.6% | +0.1% |
| 7D | +1.6% | -6.0% | +7.7% | +4.5% |
| 30D | +10.7% | 0.0% | +10.7% | +10.2% |
| 3M | +0.7% | +13.1% | -12.3% | -8.0% |
| 6M | -39.3% | +11.7% | -51.0% | -45.2% |
| YTD | -48.1% | -26.1% | -22.0% | -43.6% |
| 1Y | -57.4% | -21.3% | -36.2% | -55.8% |
| 3Y | -23.3% | -46.7% | +23.5% | -7.8% |
| 5Y | -51.3% | -40.5% | -10.8% | -45.4% |
| 10Y | +242.0% | +103.9% | +138.1% | +72.4% |
| All | +824.1% | +603.2% | +220.9% | +55.4% |
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