+267.7%
IBM vs POET
-20.0%
+287.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.7% | +7.1% | +3.5% |
| 7D | +3.6% | +9.7% | -6.2% | +3.4% |
| 30D | +1.5% | -6.5% | +8.1% | +1.6% |
| 3M | -12.9% | -25.7% | +12.8% | -12.7% |
| 6M | -3.9% | +19.6% | -23.5% | -5.8% |
| YTD | -17.3% | +26.4% | -43.7% | -19.2% |
| 1Y | -5.0% | +50.1% | -55.1% | -7.8% |
| 3Y | +78.2% | +127.9% | -49.7% | +67.5% |
| 5Y | +120.6% | -5.9% | +126.5% | +108.9% |
| 10Y | +144.5% | +31.1% | +113.3% | +123.2% |
| All | +267.7% | -20.0% | +287.7% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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