-16.9%
POET vs IRM
+996.0%
-1,012.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +17.0% | +1.6% | +15.4% | +16.3% |
| 30D | -6.7% | -4.2% | -2.5% | -5.1% |
| 3M | -32.3% | -5.4% | -27.0% | -30.9% |
| 6M | +32.3% | +12.0% | +20.3% | +30.2% |
| YTD | +31.3% | +42.0% | -10.8% | +19.4% |
| 1Y | +55.3% | +29.9% | +25.5% | +46.0% |
| 3Y | +136.8% | +104.4% | +32.4% | +98.7% |
| 5Y | -2.2% | +191.0% | -193.2% | -26.1% |
| 10Y | +34.0% | +417.1% | -383.1% | -15.2% |
| All | -16.9% | +996.0% | -1,012.9% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling