+364.4%
IGV vs SLV
+228.4%
+136.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.0% |
| 30D | -3.0% | +2.2% | -5.2% | -3.4% |
| 3M | +9.6% | +2.9% | +6.7% | +8.8% |
| 6M | +16.1% | -22.4% | +38.5% | +20.0% |
| YTD | -3.6% | -5.7% | +2.1% | -6.4% |
| 1Y | -7.8% | +63.3% | -71.2% | -20.6% |
| 3Y | +40.0% | +189.0% | -149.0% | +5.6% |
| 5Y | +21.2% | +172.7% | -151.4% | -9.0% |
| 10Y | +364.4% | +235.3% | +129.1% | +209.8% |
| All | +364.4% | +228.4% | +136.0% | +209.8% |
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