-18.0%
POET vs IRM
+19.5%
-37.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -6.3% |
| 7D | -16.4% | +2.6% | -19.0% | -19.1% |
| 30D | -37.5% | +5.6% | -43.2% | -41.8% |
| 3M | -43.1% | -4.7% | -38.3% | -39.3% |
| 6M | -31.4% | -6.1% | -25.3% | -24.0% |
| YTD | -22.9% | +46.3% | -69.2% | -49.1% |
| 1Y | -18.0% | +18.7% | -36.7% | -26.6% |
| All | -18.0% | +19.5% | -37.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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