+117.6%
IBB vs PSLV
+190.6%
-73.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -4.2% | -3.5% | -0.8% | -3.8% |
| 30D | +1.1% | -2.1% | +3.2% | +1.4% |
| 3M | +19.0% | -1.6% | +20.7% | +19.0% |
| 6M | +18.9% | -25.5% | +44.4% | +23.0% |
| YTD | +20.3% | -11.4% | +31.8% | +18.9% |
| 1Y | +41.5% | +48.6% | -7.1% | +27.3% |
| 3Y | +60.3% | +166.9% | -106.6% | +28.6% |
| 5Y | +18.7% | +152.4% | -133.7% | -5.1% |
| All | +117.6% | +190.6% | -73.0% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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