+198.8%
IYR vs POET
-20.5%
+219.3%
-65.7%
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 | -1.4% | +0.4% | -1.7% | -1.4% |
| 30D | -2.7% | -10.4% | +7.7% | -2.5% |
| 3M | -2.1% | -29.3% | +27.2% | -1.8% |
| 6M | +3.6% | +6.9% | -3.3% | +2.1% |
| YTD | +8.1% | +25.6% | -17.5% | +6.1% |
| 1Y | +4.7% | +49.2% | -44.4% | +2.1% |
| 3Y | +29.1% | +128.4% | -99.3% | +22.2% |
| 5Y | +6.9% | -4.2% | +11.1% | +1.8% |
| 10Y | +69.0% | +30.3% | +38.6% | +57.1% |
| All | +198.8% | -20.5% | +219.3% | +192.4% |
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