+82.3%
IVV vs PSLV
+161.1%
-78.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -0.4% | +3.3% | -3.7% | -0.7% |
| 30D | -1.4% | +2.1% | -3.5% | -1.7% |
| 3M | +3.7% | +7.1% | -3.4% | +2.6% |
| 6M | +13.0% | -21.6% | +34.6% | +15.4% |
| YTD | +12.4% | -6.7% | +19.2% | +9.7% |
| 1Y | +18.6% | +59.3% | -40.7% | +5.3% |
| 3Y | +78.1% | +182.1% | -104.0% | +41.4% |
| 5Y | +82.3% | +162.6% | -80.4% | +39.0% |
| All | +82.3% | +161.1% | -78.8% | +39.0% |
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