-4.6%
IP vs POET
+4.7%
-9.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.0% |
| 3M | -15.3% | -42.4% | +27.1% | -15.1% |
| 6M | +10.5% | -64.3% | +74.8% | +11.4% |
| YTD | -9.4% | -19.0% | +9.6% | -13.1% |
| 1Y | -4.6% | +9.1% | -13.8% | -11.8% |
| All | -4.6% | +4.7% | -9.3% | -11.8% |
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