+720.7%
ITOT vs PSLV
+109.5%
+611.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.7% |
| YTD | +12.9% | -11.4% | +24.3% | +12.1% |
| 1Y | +17.2% | +48.6% | -31.4% | +9.0% |
| 3Y | +75.6% | +166.9% | -91.3% | +51.7% |
| 5Y | +75.5% | +152.4% | -76.9% | +51.3% |
| 10Y | +302.0% | +187.8% | +114.2% | +235.5% |
| All | +720.7% | +109.5% | +611.2% | +549.5% |
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