+38.2%
IWM vs PSLV
+148.4%
-110.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.2% |
| 7D | -2.5% | -4.9% | +2.3% | -1.8% |
| 30D | -4.4% | -1.9% | -2.5% | -4.2% |
| 3M | +2.2% | +4.2% | -1.9% | +1.2% |
| 6M | +14.0% | -27.6% | +41.6% | +18.8% |
| YTD | +17.4% | -11.7% | +29.0% | +14.7% |
| 1Y | +22.9% | +49.3% | -26.4% | +6.5% |
| 3Y | +62.1% | +167.1% | -105.1% | +21.1% |
| 5Y | +38.2% | +151.7% | -113.5% | 0.0% |
| All | +38.2% | +148.4% | -110.2% | 0.0% |
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