-98.0%
IRE vs PSLV
-4.0%
-94.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.3% | -12.1% | -12.3% |
| 7D | -31.8% | -6.3% | -25.5% | -26.9% |
| 30D | -71.8% | -12.7% | -59.1% | -67.6% |
| 3M | -88.9% | -24.7% | -64.2% | -85.0% |
| 6M | -95.4% | -44.6% | -50.8% | -92.1% |
| YTD | -94.2% | -33.3% | -61.0% | -90.2% |
| 1Y | -97.1% | -8.6% | -88.5% | -95.4% |
| All | -98.0% | -4.0% | -94.0% | -96.9% |
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