-41.9%
IT vs POET
-6.5%
-35.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.6% | +0.7% | +5.2% |
| 7D | -3.7% | +0.4% | -4.0% | -3.7% |
| 30D | +0.1% | -10.4% | +10.4% | +0.2% |
| 3M | +20.7% | -29.3% | +50.0% | +21.1% |
| 6M | +12.0% | +6.9% | +5.1% | +9.3% |
| YTD | -28.8% | +25.6% | -54.4% | -31.0% |
| 1Y | -25.5% | +49.2% | -74.7% | -28.5% |
| 3Y | -48.8% | +128.4% | -177.2% | -52.1% |
| All | -41.9% | -6.5% | -35.5% | -45.4% |
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