-97.7%
IRE vs PSLV
+7.9%
-105.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +6.0% | -29.2% | -28.7% |
| 7D | -46.8% | -2.6% | -44.2% | -46.0% |
| 30D | -75.5% | -14.2% | -61.3% | -71.3% |
| 3M | -79.4% | -12.2% | -67.2% | -76.0% |
| 6M | -91.3% | -28.1% | -63.2% | -87.8% |
| YTD | -90.8% | -28.2% | -62.6% | -86.9% |
| 1Y | -97.7% | +9.1% | -106.8% | -98.4% |
| All | -97.7% | +7.9% | -105.6% | -98.4% |
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