+23.7%
IP vs PSLV
+134.7%
-111.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.7% |
| 7D | 0.0% | +3.9% | -3.8% | -0.4% |
| 30D | +9.4% | -16.3% | +25.7% | +11.4% |
| 3M | -14.1% | -23.0% | +8.9% | -11.7% |
| 6M | +9.2% | -36.5% | +45.7% | +14.1% |
| YTD | -7.5% | -29.6% | +22.1% | -6.6% |
| 1Y | -2.8% | -0.5% | -2.3% | -6.1% |
| 3Y | +21.2% | +120.1% | -98.9% | +3.8% |
| 5Y | -11.5% | +93.3% | -104.8% | -23.9% |
| 10Y | +23.7% | +135.7% | -112.0% | -4.7% |
| All | +23.7% | +134.7% | -111.0% | -4.7% |
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