+213.5%
IP vs POET
-49.3%
+262.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.0% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +9.4% | -27.3% | +36.6% | +10.0% |
| 3M | -14.1% | -40.8% | +26.7% | -13.3% |
| 6M | +9.2% | -53.7% | +62.9% | +10.0% |
| YTD | -7.5% | -19.9% | +12.4% | -9.0% |
| 1Y | -2.8% | -4.0% | +1.2% | -4.9% |
| 3Y | +21.2% | +284.1% | -262.9% | +12.7% |
| 5Y | -11.5% | -37.4% | +25.9% | -15.6% |
| 10Y | +23.7% | +120.4% | -96.8% | +12.8% |
| All | +213.5% | -49.3% | +262.8% | +208.5% |
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 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