+17.6%
IP vs POET
+133.2%
-115.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.3% |
| 30D | +7.9% | -12.2% | +20.1% | +8.2% |
| 3M | -15.3% | -42.4% | +27.1% | -14.1% |
| 6M | +10.5% | -64.3% | +74.8% | +12.8% |
| YTD | -9.4% | -19.0% | +9.6% | -11.8% |
| 1Y | -4.6% | +9.1% | -13.8% | -8.4% |
| 3Y | +21.2% | +297.7% | -276.4% | +7.5% |
| 5Y | -13.3% | -38.2% | +24.9% | -19.3% |
| All | +17.6% | +133.2% | -115.6% | +7.8% |
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