+254.1%
IBN vs PSLV
+120.6%
+133.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | -5.1% | +3.3% | -8.4% | -5.5% |
| 30D | -3.5% | +2.1% | -5.7% | -3.9% |
| 3M | +11.3% | +7.1% | +4.2% | +9.9% |
| 6M | +4.4% | -21.6% | +26.0% | +7.2% |
| YTD | -1.8% | -6.7% | +4.9% | -3.8% |
| 1Y | -8.0% | +59.3% | -67.3% | -18.0% |
| 3Y | +27.1% | +182.1% | -155.0% | +1.4% |
| 5Y | +54.5% | +162.6% | -108.1% | +23.2% |
| 10Y | +314.2% | +203.0% | +111.2% | +213.6% |
| All | +254.1% | +120.6% | +133.5% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling