+101.7%
IRM vs PSLV
+165.9%
-64.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -1.4% | -3.5% | +2.0% | -1.0% |
| 30D | -7.4% | -2.1% | -5.2% | -7.2% |
| 3M | -7.4% | -1.6% | -5.7% | -7.4% |
| 6M | +8.7% | -25.5% | +34.2% | +11.6% |
| YTD | +40.9% | -11.4% | +52.4% | +37.4% |
| 1Y | +20.5% | +48.6% | -28.1% | +5.5% |
| 3Y | +101.7% | +166.9% | -65.2% | +50.2% |
| All | +101.7% | +165.9% | -64.2% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling