+6.5%
IYR vs PSLV
+154.2%
-147.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.4% | -3.5% | +2.1% | -1.0% |
| 30D | -2.7% | -2.1% | -0.5% | -2.5% |
| 3M | -2.1% | -1.6% | -0.5% | -2.2% |
| 6M | +3.6% | -25.5% | +29.1% | +6.3% |
| YTD | +8.1% | -11.4% | +19.6% | +5.4% |
| 1Y | +4.7% | +48.6% | -43.9% | -7.8% |
| 3Y | +29.1% | +166.9% | -137.8% | -2.0% |
| All | +6.5% | +154.2% | -147.7% | -22.3% |
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