-8.4%
POET vs IBN
+52.7%
-61.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.8% |
| 7D | +3.7% | -5.5% | +9.2% | +5.8% |
| 30D | -11.5% | -3.4% | -8.1% | -10.4% |
| 3M | -30.8% | +8.7% | -39.5% | -32.9% |
| 6M | +8.6% | +3.7% | +4.9% | +6.7% |
| YTD | +20.1% | -2.4% | +22.4% | +20.0% |
| 1Y | +35.7% | -8.1% | +43.8% | +37.6% |
| 3Y | +116.5% | +26.3% | +90.2% | +93.0% |
| 5Y | -8.4% | +54.9% | -63.4% | -23.2% |
| All | -8.4% | +52.7% | -61.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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