+182.8%
IP vs PSLV
+73.0%
+109.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.6% |
| 7D | -3.0% | +6.3% | -9.4% | -3.6% |
| 30D | +10.6% | -13.0% | +23.6% | +12.1% |
| 3M | -13.6% | -16.9% | +3.3% | -12.2% |
| 6M | +10.4% | -34.0% | +44.4% | +14.4% |
| YTD | -6.5% | -26.8% | +20.4% | -5.6% |
| 1Y | -2.1% | +7.7% | -9.8% | -5.1% |
| 3Y | +22.0% | +125.3% | -103.3% | +8.4% |
| 5Y | -9.7% | +103.8% | -113.5% | -19.6% |
| 10Y | +26.8% | +145.0% | -118.2% | +8.6% |
| All | +182.8% | +73.0% | +109.8% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling