-22.4%
IP vs PSLV
+57.7%
-80.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -5.2% |
| 7D | -4.6% | +3.3% | -7.9% | -4.8% |
| 30D | -15.3% | +2.1% | -17.4% | -15.4% |
| 3M | +2.7% | +7.1% | -4.5% | +2.1% |
| 6M | -7.4% | -21.6% | +14.2% | -7.3% |
| YTD | -8.8% | -6.7% | -2.1% | -9.7% |
| 1Y | -22.4% | +59.3% | -81.7% | -12.0% |
| All | -22.4% | +57.7% | -80.1% | -12.0% |
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