+363.6%
IGV vs SLV
+172.6%
+191.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +2.3% | -5.8% | +8.2% | +3.4% |
| 30D | -6.0% | -12.1% | +6.1% | -4.0% |
| 3M | -4.8% | -24.1% | +19.3% | -0.6% |
| 6M | +14.2% | -44.4% | +58.6% | +24.9% |
| YTD | -4.2% | -31.5% | +27.3% | -2.2% |
| 1Y | -5.3% | -6.9% | +1.7% | -9.5% |
| 3Y | +38.8% | +116.0% | -77.2% | +9.2% |
| 5Y | +14.2% | +88.4% | -74.2% | -9.1% |
| All | +363.6% | +172.6% | +191.0% | +218.1% |
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