-13.1%
IP vs POET
-42.1%
+29.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.9% | +2.6% |
| 7D | -3.0% | +9.6% | -12.6% | -3.7% |
| 30D | +10.6% | -24.5% | +35.2% | +13.4% |
| All | -13.1% | -42.1% | +29.1% | -9.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling