-17.5%
IP vs POET
-2.2%
-15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.1% |
| 7D | +0.1% | +17.0% | -17.0% | -0.3% |
| 30D | -11.2% | -6.7% | -4.5% | -11.1% |
| 3M | +12.3% | -32.3% | +44.6% | +13.0% |
| 6M | -5.2% | +32.3% | -37.6% | -8.2% |
| YTD | -4.0% | +31.3% | -35.2% | -7.1% |
| 1Y | -19.2% | +55.3% | -74.5% | -22.7% |
| 3Y | +20.3% | +136.8% | -116.4% | +13.3% |
| 5Y | -17.5% | -2.2% | -15.2% | -22.2% |
| All | -17.5% | -2.2% | -15.2% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling