+855.4%
PODD vs IVZ
+137.8%
+717.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.2% |
| 7D | +4.1% | +7.6% | -3.5% | +1.1% |
| 30D | +13.9% | +4.3% | +9.5% | +11.9% |
| 3M | +4.1% | -9.3% | +13.5% | +7.8% |
| 6M | +2.4% | +5.2% | -2.8% | -1.1% |
| YTD | -46.4% | +13.4% | -59.8% | -50.3% |
| 1Y | -54.2% | +25.4% | -79.5% | -59.2% |
| 3Y | -6.9% | +152.5% | -159.4% | -39.9% |
| 5Y | -51.6% | +36.7% | -88.3% | -61.1% |
| 10Y | +329.3% | +45.0% | +284.3% | +190.0% |
| All | +855.4% | +137.8% | +717.6% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling