+12.1%
IJH vs PSLV
+6.6%
+5.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | -15.6% | +12.5% | -1.7% |
| 3M | -6.6% | -16.6% | +10.0% | -5.2% |
| 6M | -1.6% | -28.5% | +26.9% | +0.8% |
| YTD | +9.5% | -28.7% | +38.1% | +9.4% |
| 1Y | +12.1% | +5.8% | +6.3% | +6.2% |
| All | +12.1% | +6.6% | +5.4% | +6.2% |
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 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