+428.4%
IWM vs POET
-16.9%
+445.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.6% |
| 7D | +1.4% | +17.0% | -15.6% | +0.9% |
| 30D | -2.3% | -6.7% | +4.4% | -2.1% |
| 3M | +4.0% | -32.3% | +36.3% | +4.9% |
| 6M | +17.9% | +32.3% | -14.4% | +14.4% |
| YTD | +20.2% | +31.3% | -11.1% | +16.3% |
| 1Y | +25.0% | +55.3% | -30.4% | +19.7% |
| 3Y | +66.0% | +136.8% | -70.8% | +51.9% |
| 5Y | +40.0% | -2.2% | +42.3% | +29.5% |
| 10Y | +166.9% | +34.0% | +132.8% | +137.3% |
| All | +428.4% | -16.9% | +445.3% | +361.7% |
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