+492.6%
IWD vs PSLV
+115.4%
+377.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | +2.7% | -2.8% | -0.4% |
| 30D | -0.8% | +3.5% | -4.2% | -1.2% |
| 3M | +8.0% | +0.3% | +7.8% | +7.8% |
| 6M | +18.2% | -21.0% | +39.2% | +20.3% |
| YTD | +22.3% | -8.9% | +31.3% | +21.1% |
| 1Y | +28.9% | +54.0% | -25.1% | +20.0% |
| 3Y | +71.5% | +175.4% | -103.9% | +48.7% |
| 5Y | +73.6% | +157.7% | -84.1% | +50.5% |
| 10Y | +194.7% | +184.9% | +9.8% | +147.2% |
| All | +492.6% | +115.4% | +377.2% | +373.6% |
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 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