+22.6%
POET vs IBB
+125.2%
-102.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.1% |
| 7D | +3.7% | -5.2% | +8.9% | +7.4% |
| 30D | -11.5% | +1.5% | -13.0% | -12.7% |
| 3M | -30.8% | +22.1% | -52.9% | -40.0% |
| 6M | +8.6% | +17.7% | -9.2% | -2.7% |
| YTD | +20.1% | +20.2% | -0.1% | +6.2% |
| 1Y | +35.7% | +44.4% | -8.7% | +7.1% |
| 3Y | +116.5% | +61.1% | +55.4% | +61.6% |
| 5Y | -8.4% | +18.5% | -27.0% | -20.0% |
| All | +22.6% | +125.2% | -102.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IBB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling