-8.4%
POET vs IAG
+796.9%
-805.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.5% |
| 7D | +3.7% | -4.1% | +7.7% | +4.6% |
| 30D | -11.5% | +10.6% | -22.2% | -13.6% |
| 3M | -30.8% | +35.4% | -66.2% | -35.3% |
| 6M | +8.6% | -9.5% | +18.1% | +9.7% |
| YTD | +20.1% | +21.8% | -1.8% | +13.7% |
| 1Y | +35.7% | +84.1% | -48.4% | +19.2% |
| 3Y | +116.5% | +817.4% | -700.8% | +50.1% |
| 5Y | -8.4% | +830.1% | -838.5% | -29.9% |
| All | -8.4% | +796.9% | -805.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling