+1,350.1%
IRM vs PSLV
+120.6%
+1,229.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -1.1% |
| 7D | +3.0% | +3.3% | -0.3% | +2.6% |
| 30D | -5.2% | +2.1% | -7.3% | -5.5% |
| 3M | -8.0% | +7.1% | -15.2% | -9.1% |
| 6M | +9.2% | -21.6% | +30.7% | +12.0% |
| YTD | +41.0% | -6.7% | +47.7% | +38.5% |
| 1Y | +23.3% | +59.3% | -36.0% | +11.2% |
| 3Y | +102.8% | +182.1% | -79.3% | +66.6% |
| 5Y | +192.8% | +162.6% | +30.2% | +140.9% |
| 10Y | +439.6% | +203.0% | +236.6% | +325.0% |
| All | +1,350.1% | +120.6% | +1,229.5% | +947.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling