-8.4%
POET vs IOVA
-66.4%
+58.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.4% | -1.6% | -4.6% |
| 7D | +3.7% | -6.4% | +10.1% | +4.5% |
| 30D | -11.5% | +25.4% | -36.9% | -13.8% |
| 3M | -30.8% | +115.3% | -146.1% | -37.1% |
| 6M | +8.6% | +56.5% | -48.0% | +1.2% |
| YTD | +20.1% | +198.2% | -178.1% | +2.8% |
| 1Y | +35.7% | +242.0% | -206.3% | +13.6% |
| 3Y | +116.5% | +36.8% | +79.7% | +85.6% |
| 5Y | -8.4% | -64.3% | +55.8% | -18.5% |
| All | -8.4% | -66.4% | +58.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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