+152.1%
IVZ vs POET
-20.8%
+172.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | +0.8% |
| 7D | +0.6% | +5.6% | -5.0% | +0.4% |
| 30D | +4.0% | -2.1% | +6.1% | +4.0% |
| 3M | +18.2% | -48.8% | +67.0% | +20.8% |
| 6M | +32.8% | +15.8% | +17.0% | +28.3% |
| YTD | +28.7% | +25.1% | +3.6% | +23.6% |
| 1Y | +55.4% | +50.6% | +4.8% | +47.1% |
| 3Y | +135.2% | +107.9% | +27.3% | +110.3% |
| 5Y | +64.2% | -11.0% | +75.2% | +49.1% |
| 10Y | +64.6% | +25.7% | +38.9% | +41.3% |
| All | +152.1% | -20.8% | +172.9% | +104.8% |
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