+473.1%
IJH vs POET
-20.5%
+493.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.7% |
| 7D | -1.9% | +0.4% | -2.2% | -1.9% |
| 30D | -4.6% | -10.4% | +5.7% | -4.4% |
| 3M | -1.2% | -29.3% | +28.2% | -0.5% |
| 6M | +9.4% | +6.9% | +2.5% | +7.0% |
| YTD | +13.3% | +25.6% | -12.3% | +10.1% |
| 1Y | +13.4% | +49.2% | -35.8% | +9.1% |
| 3Y | +50.4% | +128.4% | -78.0% | +38.7% |
| 5Y | +49.0% | -4.2% | +53.2% | +38.7% |
| 10Y | +182.6% | +30.3% | +152.3% | +153.2% |
| All | +473.1% | -20.5% | +493.6% | +401.1% |
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