+2.3%
IP vs POET
-21.9%
+24.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.5% |
| 7D | +3.4% | -16.4% | +19.8% | +3.5% |
| 30D | +11.2% | -37.5% | +48.7% | +11.6% |
| 3M | -14.8% | -43.1% | +28.3% | -14.5% |
| 6M | +17.3% | -31.4% | +48.7% | +17.8% |
| YTD | -6.2% | -22.9% | +16.7% | -9.7% |
| 1Y | +2.3% | -18.0% | +20.3% | -2.8% |
| All | +2.3% | -21.9% | +24.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling