+80.6%
IONS vs PSLV
+190.6%
-110.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -6.7% | -3.5% | -3.2% | -6.3% |
| 30D | -4.1% | -2.1% | -2.0% | -3.9% |
| 3M | -26.6% | -1.6% | -24.9% | -26.7% |
| 6M | -27.5% | -25.5% | -2.0% | -25.2% |
| YTD | -31.5% | -11.4% | -20.1% | -32.2% |
| 1Y | -15.3% | +48.6% | -63.9% | -23.4% |
| 3Y | +31.3% | +166.9% | -135.6% | +6.8% |
| 5Y | +50.2% | +152.4% | -102.2% | +22.2% |
| All | +80.6% | +190.6% | -110.0% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling