-4.2%
IP vs POET
-5.8%
+1.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +9.4% | -27.3% | +36.6% | +9.6% |
| 3M | -14.1% | -40.8% | +26.7% | -13.8% |
| 6M | +9.2% | -53.7% | +62.9% | +9.9% |
| YTD | -7.5% | -19.9% | +12.4% | -11.4% |
| All | -4.2% | -5.8% | +1.5% | -10.5% |
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