+217.1%
IP vs POET
-47.4%
+264.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.9% | +2.8% |
| 7D | -3.0% | +9.6% | -12.6% | -3.3% |
| 30D | +10.6% | -24.5% | +35.2% | +11.2% |
| 3M | -13.6% | -41.0% | +27.4% | -12.8% |
| 6M | +10.4% | -52.0% | +62.4% | +11.2% |
| YTD | -6.5% | -16.9% | +10.4% | -8.0% |
| 1Y | -2.1% | -2.4% | +0.3% | -4.2% |
| 3Y | +22.0% | +260.3% | -238.3% | +13.6% |
| 5Y | -9.7% | -35.1% | +25.3% | -14.0% |
| 10Y | +26.8% | +128.7% | -101.9% | +15.6% |
| All | +217.1% | -47.4% | +264.5% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling