+28.2%
POET vs IRM
+440.8%
-412.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.6% |
| 7D | +0.4% | -1.4% | +1.8% | +1.2% |
| 30D | -10.4% | -7.4% | -3.0% | -6.6% |
| 3M | -29.3% | -7.4% | -22.0% | -26.5% |
| 6M | +6.9% | +8.7% | -1.8% | +6.1% |
| YTD | +25.6% | +40.9% | -15.4% | +11.6% |
| 1Y | +49.2% | +20.5% | +28.6% | +41.9% |
| 3Y | +128.4% | +101.7% | +26.7% | +85.9% |
| 5Y | -4.2% | +197.7% | -201.9% | -30.9% |
| All | +28.2% | +440.8% | -412.6% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling