+42.4%
IVZ vs PSLV
+138.3%
-95.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -2.8% | -1.5% | -1.3% | -2.4% |
| 30D | -2.2% | -15.2% | +13.1% | +1.1% |
| 3M | -8.1% | -21.4% | +13.3% | -3.9% |
| 6M | +3.8% | -39.9% | +43.7% | +13.8% |
| YTD | +11.5% | -29.3% | +40.7% | +14.1% |
| 1Y | +23.7% | -1.6% | +25.3% | +16.9% |
| 3Y | +145.8% | +121.3% | +24.5% | +90.6% |
| 5Y | +36.1% | +89.9% | -53.8% | +6.9% |
| 10Y | +42.4% | +152.0% | -109.5% | -6.8% |
| All | +42.4% | +138.3% | -95.9% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling