-16.9%
POET vs IAG
+280.2%
-297.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.1% |
| 7D | +17.0% | +4.3% | +12.8% | +16.5% |
| 30D | -6.7% | +9.8% | -16.5% | -7.7% |
| 3M | -32.3% | +28.9% | -61.2% | -34.2% |
| 6M | +32.3% | -7.6% | +39.9% | +33.2% |
| YTD | +31.3% | +22.0% | +9.3% | +28.0% |
| 1Y | +55.3% | +99.5% | -44.2% | +44.6% |
| 3Y | +136.8% | +818.3% | -681.5% | +92.6% |
| 5Y | -2.2% | +785.9% | -788.1% | -22.6% |
| 10Y | +34.0% | +381.1% | -347.1% | +5.8% |
| All | -16.9% | +280.2% | -297.1% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling