+62.8%
IEF vs POET
-20.5%
+83.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -1.7% | -10.4% | +8.6% | -1.8% |
| 3M | -2.5% | -29.3% | +26.8% | -2.6% |
| 6M | -3.3% | +6.9% | -10.1% | -3.1% |
| YTD | -2.8% | +25.6% | -28.4% | -2.6% |
| 1Y | -2.7% | +49.2% | -51.9% | -2.5% |
| 3Y | +8.9% | +128.4% | -119.5% | +9.5% |
| 5Y | -9.4% | -4.2% | -5.2% | -9.0% |
| 10Y | +3.7% | +30.3% | -26.7% | +4.8% |
| All | +62.8% | -20.5% | +83.3% | +64.6% |
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