-18.0%
POET vs IFF
+44.8%
-62.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -4.9% |
| 7D | -16.4% | -3.3% | -13.1% | -16.9% |
| 30D | -37.5% | +5.3% | -42.8% | -37.1% |
| 3M | -43.1% | +8.9% | -52.0% | -42.5% |
| 6M | -31.4% | +26.3% | -57.7% | -30.6% |
| YTD | -22.9% | +32.2% | -55.1% | -23.1% |
| 1Y | -18.0% | +45.8% | -63.7% | -15.7% |
| All | -18.0% | +44.8% | -62.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling