+41.5%
IVZ vs PSLV
+142.8%
-101.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +2.8% |
| 7D | +7.6% | -6.3% | +13.9% | +9.0% |
| 30D | +4.3% | -12.7% | +17.0% | +7.2% |
| 3M | -9.3% | -24.7% | +15.4% | -4.3% |
| 6M | +5.2% | -44.6% | +49.8% | +17.3% |
| YTD | +13.4% | -33.3% | +46.7% | +17.5% |
| 1Y | +25.4% | -8.6% | +34.0% | +20.2% |
| 3Y | +152.5% | +108.2% | +44.3% | +97.8% |
| 5Y | +36.7% | +79.1% | -42.4% | +8.4% |
| All | +41.5% | +142.8% | -101.3% | -6.6% |
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