-83.2%
IRE vs PSLV
+34.2%
-117.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -8.8% |
| 7D | +29.0% | +3.3% | +25.7% | +25.3% |
| 30D | +24.2% | +2.1% | +22.1% | +23.8% |
| 3M | -53.2% | +7.1% | -60.3% | -54.6% |
| 6M | -36.0% | -21.6% | -14.5% | -24.0% |
| YTD | -51.0% | -6.7% | -44.3% | -40.2% |
| All | -83.2% | +34.2% | -117.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling