+62.8%
IVZ vs PSLV
+153.7%
-90.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +1.1% | +2.7% | -1.6% | +0.6% |
| 30D | +3.1% | +3.5% | -0.4% | +2.3% |
| 3M | +18.2% | +0.3% | +17.9% | +17.7% |
| 6M | +38.6% | -21.0% | +59.6% | +43.5% |
| YTD | +25.9% | -8.9% | +34.8% | +21.5% |
| 1Y | +51.7% | +54.0% | -2.3% | +25.8% |
| 3Y | +138.7% | +175.4% | -36.8% | +66.0% |
| 5Y | +62.8% | +157.7% | -94.9% | +7.0% |
| All | +62.8% | +153.7% | -90.9% | +7.0% |
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