+485.2%
IJR vs POET
-20.5%
+505.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.4% |
| 7D | -2.2% | +0.4% | -2.5% | -2.2% |
| 30D | -4.6% | -10.4% | +5.8% | -4.4% |
| 3M | +0.2% | -29.3% | +29.6% | +0.9% |
| 6M | +14.7% | +6.9% | +7.9% | +12.2% |
| YTD | +18.9% | +25.6% | -6.7% | +15.4% |
| 1Y | +19.9% | +49.2% | -29.2% | +15.4% |
| 3Y | +53.0% | +128.4% | -75.4% | +41.0% |
| 5Y | +40.9% | -4.2% | +45.1% | +31.0% |
| 10Y | +171.1% | +30.3% | +140.8% | +143.2% |
| All | +485.2% | -20.5% | +505.7% | +417.6% |
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