+990.2%
IBKR vs PSLV
+190.6%
+799.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.3% | -3.5% | +2.1% | -0.9% |
| 30D | -0.2% | -2.1% | +1.9% | +0.1% |
| 3M | +3.0% | -1.6% | +4.6% | +3.0% |
| 6M | +33.9% | -25.5% | +59.4% | +37.7% |
| YTD | +42.5% | -11.4% | +53.9% | +42.6% |
| 1Y | +44.9% | +48.6% | -3.7% | +38.4% |
| 3Y | +293.0% | +166.9% | +126.1% | +259.8% |
| 5Y | +497.7% | +152.4% | +345.2% | +444.6% |
| All | +990.2% | +190.6% | +799.6% | +815.9% |
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