+730.3%
IT vs POET
-20.5%
+750.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| YTD | -28.8% | +25.6% | -54.4% | -30.4% |
| 1Y | -25.5% | +49.2% | -74.7% | -27.7% |
| 3Y | -48.8% | +128.4% | -177.2% | -51.7% |
| 5Y | -42.7% | -4.2% | -38.5% | -45.7% |
| 10Y | +102.5% | +30.3% | +72.2% | +86.6% |
| All | +730.3% | -20.5% | +750.8% | +739.2% |
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 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