-3.5%
IR vs POET
+56.2%
-59.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.8% | +1.1% |
| 7D | -2.8% | +5.6% | -8.4% | -2.9% |
| 30D | -15.1% | -2.1% | -13.0% | -15.1% |
| 3M | +6.1% | -48.8% | +54.9% | +7.1% |
| 6M | -16.8% | +15.8% | -32.6% | -19.8% |
| YTD | -3.5% | +25.1% | -28.7% | -7.4% |
| 1Y | -3.5% | +50.6% | -54.1% | -5.2% |
| All | -3.5% | +56.2% | -59.7% | -5.2% |
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 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