+55.4%
IOT vs POET
+10.4%
+45.0%
-70.4%
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% | -0.5% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -2.4% | -10.4% | +7.9% | -1.7% |
| 3M | +19.0% | -29.3% | +48.3% | +21.3% |
| 6M | +19.6% | +6.9% | +12.8% | +9.1% |
| YTD | +8.3% | +25.6% | -17.3% | -4.1% |
| 1Y | -0.8% | +49.2% | -50.0% | -15.4% |
| 3Y | +24.4% | +128.4% | -104.0% | -14.0% |
| All | +55.4% | +10.4% | +45.0% | +15.1% |
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