-24.0%
POET vs ITOT
+672.7%
-696.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.5% |
| 7D | +3.7% | -2.0% | +5.7% | +5.4% |
| 30D | -11.5% | -2.0% | -9.6% | -10.0% |
| 3M | -30.8% | +4.5% | -35.3% | -32.3% |
| 6M | +8.6% | +12.6% | -4.1% | +2.5% |
| YTD | +20.1% | +12.0% | +8.1% | +14.3% |
| 1Y | +35.7% | +17.3% | +18.5% | +26.2% |
| 3Y | +116.5% | +75.2% | +41.3% | +61.2% |
| 5Y | -8.4% | +74.0% | -82.5% | -32.2% |
| 10Y | +24.6% | +298.6% | -274.0% | -38.5% |
| All | -24.0% | +672.7% | -696.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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