+2.0%
POET vs IRE
-85.3%
+87.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.8% | +2.8% | -2.8% |
| 7D | +3.7% | +7.9% | -4.3% | +1.5% |
| 30D | -11.5% | +9.3% | -20.8% | -15.6% |
| 3M | -30.8% | -52.3% | +21.5% | -23.8% |
| 6M | +8.6% | -38.5% | +47.0% | +6.4% |
| YTD | +20.1% | -54.8% | +74.9% | +9.8% |
| All | +2.0% | -85.3% | +87.3% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling