+196.4%
IP vs PSLV
+117.0%
+79.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | -5.3% | -0.6% | -4.6% | -5.2% |
| 30D | -10.9% | +7.3% | -18.1% | -11.5% |
| 3M | +11.2% | -7.4% | +18.6% | +11.7% |
| 6M | -10.2% | -20.3% | +10.1% | -8.7% |
| YTD | -2.0% | -8.2% | +6.3% | -3.1% |
| 1Y | -19.1% | +57.9% | -77.0% | -24.6% |
| 3Y | +20.9% | +162.1% | -141.2% | +5.9% |
| 5Y | -17.8% | +151.2% | -169.0% | -28.2% |
| 10Y | +23.5% | +191.7% | -168.1% | +4.0% |
| All | +196.4% | +117.0% | +79.4% | +112.2% |
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 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