+9.3%
ITOT vs PSLV
+6.6%
+2.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -5.9% | -15.6% | +9.8% | -4.5% |
| 3M | -4.9% | -16.6% | +11.7% | -3.5% |
| 6M | +1.4% | -28.5% | +29.9% | +3.9% |
| YTD | +8.4% | -28.7% | +37.0% | +8.7% |
| 1Y | +9.3% | +5.8% | +3.6% | +2.7% |
| All | +9.3% | +6.6% | +2.7% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling