-18.0%
POET vs IRE
-97.6%
+79.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.2% | +19.1% | +2.5% |
| 7D | -16.4% | -46.8% | +30.4% | -2.2% |
| 30D | -37.5% | -75.5% | +38.0% | -11.4% |
| 3M | -43.1% | -79.4% | +36.4% | -18.1% |
| 6M | -31.4% | -91.3% | +59.9% | +12.8% |
| YTD | -22.9% | -90.8% | +67.9% | +3.8% |
| 1Y | -18.0% | -97.7% | +79.7% | +49.3% |
| All | -18.0% | -97.6% | +79.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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