+18.3%
IP vs POET
+27.0%
-8.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.3% | -5.0% |
| 7D | -4.6% | +9.7% | -14.3% | -4.8% |
| 30D | -15.3% | -6.5% | -8.7% | -15.1% |
| 3M | +2.7% | -25.7% | +28.4% | +3.2% |
| 6M | -7.4% | +19.6% | -27.0% | -10.4% |
| YTD | -8.8% | +26.4% | -35.2% | -12.2% |
| 1Y | -22.4% | +50.1% | -72.5% | -26.3% |
| 3Y | +14.2% | +127.9% | -113.7% | +3.6% |
| 5Y | -21.8% | -5.9% | -15.9% | -28.0% |
| 10Y | +18.3% | +31.1% | -12.9% | +2.8% |
| All | +18.3% | +27.0% | -8.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling