+213.7%
ICE vs POET
+30.3%
+183.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +4.0% | -10.4% | +14.4% | +4.2% |
| 3M | +13.7% | -29.3% | +43.0% | +14.3% |
| 6M | +0.9% | +6.9% | -5.9% | -1.4% |
| YTD | -2.1% | +25.6% | -27.7% | -5.1% |
| 1Y | -9.5% | +49.2% | -58.7% | -13.2% |
| 3Y | +42.1% | +128.4% | -86.4% | +30.0% |
| 5Y | +41.4% | -4.2% | +45.6% | +31.0% |
| All | +213.7% | +30.3% | +183.3% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling