+188.3%
ITW vs POET
+30.3%
+157.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -8.3% | -10.4% | +2.0% | -8.1% |
| 3M | +6.0% | -29.3% | +35.4% | +6.7% |
| 6M | 0.0% | +6.9% | -6.9% | -2.4% |
| YTD | +10.2% | +25.6% | -15.4% | +6.8% |
| 1Y | +3.2% | +49.2% | -45.9% | -1.3% |
| 3Y | +21.0% | +128.4% | -107.5% | +10.0% |
| 5Y | +37.9% | -4.2% | +42.1% | +27.3% |
| All | +188.3% | +30.3% | +157.9% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling