+69.6%
IWM vs SLV
+118.7%
-49.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +1.4% | -5.8% | +7.3% | +2.3% |
| 30D | +2.3% | -12.1% | +14.4% | +4.1% |
| 3M | -8.3% | -24.1% | +15.8% | -4.8% |
| 6M | -1.3% | -44.4% | +43.1% | +6.5% |
| YTD | +13.5% | -31.5% | +45.0% | +14.5% |
| 1Y | +18.4% | -6.9% | +25.3% | +11.4% |
| 3Y | +69.6% | +116.0% | -46.4% | +24.7% |
| All | +69.6% | +118.7% | -49.1% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling