+75.1%
ITOT vs PSLV
+154.2%
-79.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.9% | -3.5% | +2.5% | -0.5% |
| 30D | -1.5% | -2.1% | +0.7% | -1.3% |
| 3M | +3.6% | -1.6% | +5.2% | +3.5% |
| 6M | +13.7% | -25.5% | +39.2% | +16.9% |
| YTD | +12.9% | -11.4% | +24.3% | +10.8% |
| 1Y | +17.2% | +48.6% | -31.4% | +4.6% |
| 3Y | +75.6% | +166.9% | -91.3% | +39.1% |
| All | +75.1% | +154.2% | -79.2% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling