-29.4%
POET vs IRE
-97.3%
+67.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.5% |
| 7D | +9.6% | -15.5% | +25.1% | +11.2% |
| 30D | -24.5% | -70.4% | +45.9% | -0.2% |
| 3M | -41.0% | -81.6% | +40.6% | -14.0% |
| 6M | -52.0% | -94.7% | +42.7% | -12.2% |
| YTD | -16.9% | -91.8% | +74.8% | +13.7% |
| 1Y | -2.4% | -97.6% | +95.1% | +66.7% |
| All | -29.4% | -97.3% | +67.9% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling