-0.4%
IEF vs PSLV
+57.1%
-57.6%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | -0.6% | +0.4% | -0.3% |
| 30D | -0.8% | +7.3% | -8.0% | -0.9% |
| 3M | -1.0% | -7.4% | +6.5% | -0.9% |
| 6M | -2.8% | -20.3% | +17.5% | -2.7% |
| YTD | -1.5% | -8.2% | +6.7% | -1.3% |
| 1Y | -0.4% | +57.9% | -58.4% | +0.3% |
| All | -0.4% | +57.1% | -57.6% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling