+950.7%
IWF vs POET
-20.5%
+971.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.7% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.7% | -10.4% | +8.6% | -1.5% |
| 3M | +0.7% | -29.3% | +30.0% | +1.4% |
| 6M | +8.6% | +6.9% | +1.7% | +6.4% |
| YTD | +3.5% | +25.6% | -22.1% | +0.8% |
| 1Y | +7.0% | +49.2% | -42.1% | +3.2% |
| 3Y | +76.3% | +128.4% | -52.1% | +63.8% |
| 5Y | +74.8% | -4.2% | +79.0% | +63.7% |
| 10Y | +420.5% | +30.3% | +390.1% | +369.3% |
| All | +950.7% | -20.5% | +971.2% | +834.4% |
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 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