+16.1%
IGV vs PSLV
-19.6%
+35.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.2% |
| 7D | -1.5% | +3.3% | -4.9% | -2.0% |
| 30D | -3.0% | +2.1% | -5.2% | -3.3% |
| 3M | +9.6% | +7.1% | +2.4% | +8.5% |
| 6M | +16.1% | -21.6% | +37.7% | +16.3% |
| All | +16.1% | -19.6% | +35.7% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling