+153.1%
IWM vs SLV
+162.4%
-9.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.9% |
| 30D | -1.5% | -12.9% | +11.5% | +0.8% |
| 3M | -8.0% | -16.1% | +8.1% | -5.5% |
| 6M | -4.1% | -33.2% | +29.1% | +2.1% |
| YTD | +11.9% | -27.2% | +39.2% | +13.4% |
| 1Y | +15.0% | +7.6% | +7.4% | +6.9% |
| 3Y | +64.2% | +122.3% | -58.1% | +28.9% |
| 5Y | +20.4% | +109.7% | -89.3% | -5.9% |
| All | +153.1% | +162.4% | -9.3% | +67.9% |
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