+762.3%
ITW vs POET
-20.5%
+782.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 6M | 0.0% | +6.9% | -6.9% | -2.1% |
| YTD | +10.2% | +25.6% | -15.4% | +7.2% |
| 1Y | +3.2% | +49.2% | -45.9% | -0.6% |
| 3Y | +21.0% | +128.4% | -107.5% | +11.5% |
| 5Y | +37.9% | -4.2% | +42.1% | +28.5% |
| 10Y | +193.2% | +30.3% | +162.9% | +159.7% |
| All | +762.3% | -20.5% | +782.8% | +613.6% |
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