+362.3%
IGV vs SLV
+166.7%
+195.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | -8.1% | -14.2% | +6.0% | -5.8% |
| 3M | -1.6% | -20.3% | +18.7% | +1.9% |
| 6M | +12.7% | -40.2% | +52.9% | +21.8% |
| YTD | -3.3% | -27.6% | +24.3% | -2.1% |
| 1Y | -7.9% | +0.4% | -8.3% | -13.3% |
| 3Y | +40.3% | +129.4% | -89.0% | +9.2% |
| 5Y | +17.3% | +99.8% | -82.5% | -7.6% |
| 10Y | +362.3% | +183.2% | +179.0% | +216.3% |
| All | +362.3% | +166.7% | +195.5% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling