+165.6%
IVZ vs PSLV
+117.0%
+48.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +0.6% | -0.6% | +1.3% | +0.7% |
| 30D | +4.0% | +7.3% | -3.3% | +2.9% |
| 3M | +18.2% | -7.4% | +25.6% | +19.2% |
| 6M | +32.8% | -20.3% | +53.1% | +36.1% |
| YTD | +28.7% | -8.2% | +37.0% | +27.2% |
| 1Y | +55.4% | +57.9% | -2.6% | +41.4% |
| 3Y | +135.2% | +162.1% | -26.9% | +98.7% |
| 5Y | +64.2% | +151.2% | -87.0% | +38.1% |
| 10Y | +64.6% | +191.7% | -127.1% | +33.2% |
| All | +165.6% | +117.0% | +48.6% | +104.5% |
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