+221.7%
PODD vs IVZ
+64.1%
+157.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -10.6% | -2.4% | -8.2% | -10.0% |
| 30D | -6.9% | +2.5% | -9.4% | -7.5% |
| 3M | -10.6% | +17.1% | -27.7% | -14.6% |
| 6M | -43.5% | +35.1% | -78.6% | -48.1% |
| YTD | -52.6% | +24.3% | -76.9% | -55.7% |
| 1Y | -60.1% | +48.7% | -108.8% | -64.5% |
| 3Y | -21.7% | +135.6% | -157.3% | -39.5% |
| 5Y | -54.6% | +60.3% | -114.9% | -62.5% |
| All | +221.7% | +64.1% | +157.6% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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