+609.1%
ICE vs POET
-24.0%
+633.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | -0.3% |
| 7D | -5.3% | +3.7% | -9.0% | -5.4% |
| 30D | +3.0% | -11.5% | +14.5% | +3.2% |
| 3M | +11.4% | -30.8% | +42.2% | +12.0% |
| 6M | -2.0% | +8.6% | -10.6% | -3.9% |
| YTD | -3.1% | +20.1% | -23.2% | -5.4% |
| 1Y | -8.4% | +35.7% | -44.1% | -11.2% |
| 3Y | +40.7% | +116.5% | -75.8% | +31.1% |
| 5Y | +40.0% | -8.4% | +48.4% | +31.6% |
| 10Y | +213.5% | +24.6% | +188.9% | +182.6% |
| All | +609.1% | -24.0% | +633.1% | +506.8% |
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 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