+64.2%
IWM vs SLV
+120.9%
-56.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.7% |
| 30D | -1.5% | -12.9% | +11.5% | +0.4% |
| 3M | -8.0% | -16.1% | +8.1% | -5.9% |
| 6M | -4.1% | -33.2% | +29.1% | +0.9% |
| YTD | +11.9% | -27.2% | +39.2% | +11.9% |
| 1Y | +15.0% | +7.6% | +7.4% | +5.4% |
| 3Y | +64.2% | +122.3% | -58.1% | +20.6% |
| All | +64.2% | +120.9% | -56.7% | +20.6% |
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