+41.7%
ICE vs PSLV
+154.2%
-112.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -2.4% | -3.5% | +1.1% | -2.2% |
| 30D | +4.0% | -2.1% | +6.2% | +4.1% |
| 3M | +13.7% | -1.6% | +15.3% | +13.7% |
| 6M | +0.9% | -25.5% | +26.4% | +2.9% |
| YTD | -2.1% | -11.4% | +9.3% | -3.9% |
| 1Y | -9.5% | +48.6% | -58.1% | -17.6% |
| 3Y | +42.1% | +166.9% | -124.8% | +15.7% |
| All | +41.7% | +154.2% | -112.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling