+21.2%
IP vs PSLV
+183.8%
-162.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +0.1% | +2.7% | -2.6% | -0.2% |
| 30D | -11.2% | +3.5% | -14.7% | -11.6% |
| 3M | +12.3% | +0.3% | +12.0% | +12.0% |
| 6M | -5.2% | -21.0% | +15.8% | -3.4% |
| YTD | -4.0% | -8.9% | +5.0% | -5.6% |
| 1Y | -19.2% | +54.0% | -73.2% | -26.0% |
| 3Y | +20.3% | +175.4% | -155.1% | +0.4% |
| 5Y | -17.5% | +157.7% | -175.1% | -31.4% |
| 10Y | +21.2% | +184.9% | -163.8% | -7.2% |
| All | +21.2% | +183.8% | -162.6% | -7.2% |
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 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