+9.2%
IRM vs PSLV
-19.6%
+28.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -1.2% |
| 7D | +3.0% | +3.3% | -0.3% | +2.3% |
| 30D | -5.2% | +2.1% | -7.3% | -5.6% |
| 3M | -8.0% | +7.1% | -15.2% | -9.5% |
| 6M | +9.2% | -21.6% | +30.7% | +14.1% |
| All | +9.2% | -19.6% | +28.7% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling