+42.1%
ICE vs POET
+120.8%
-78.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +4.0% | -10.4% | +14.4% | +4.1% |
| 3M | +13.7% | -29.3% | +43.0% | +14.0% |
| 6M | +0.9% | +6.9% | -5.9% | -0.5% |
| YTD | -2.1% | +25.6% | -27.7% | -4.0% |
| 1Y | -9.5% | +49.2% | -58.7% | -11.8% |
| 3Y | +42.1% | +128.4% | -86.4% | +42.8% |
| All | +42.1% | +120.8% | -78.7% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling