+306.5%
IVV vs SLV
+170.8%
+135.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | +5.1% | -7.8% | -3.4% |
| 30D | -5.4% | -12.9% | +7.5% | -3.7% |
| 3M | -4.1% | -16.1% | +12.0% | -2.0% |
| 6M | +0.7% | -33.2% | +33.9% | +5.7% |
| YTD | +8.7% | -27.2% | +36.0% | +9.7% |
| 1Y | +11.0% | +7.6% | +3.3% | +4.6% |
| 3Y | +75.4% | +122.3% | -46.9% | +44.4% |
| 5Y | +68.3% | +109.7% | -41.4% | +37.9% |
| All | +306.5% | +170.8% | +135.8% | +198.0% |
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