+434.2%
IRM vs PSLV
+190.6%
+243.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -1.4% | -3.5% | +2.0% | -0.9% |
| 30D | -7.4% | -2.1% | -5.2% | -7.1% |
| 3M | -7.4% | -1.6% | -5.7% | -7.4% |
| 6M | +8.7% | -25.5% | +34.2% | +13.2% |
| YTD | +40.9% | -11.4% | +52.4% | +37.9% |
| 1Y | +20.5% | +48.6% | -28.1% | +4.7% |
| 3Y | +101.7% | +166.9% | -65.2% | +51.3% |
| 5Y | +197.7% | +152.4% | +45.3% | +122.4% |
| All | +434.2% | +190.6% | +243.6% | +261.9% |
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