+64.1%
IWM vs SLV
+174.2%
-110.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -1.3% | +6.7% | -7.9% | -2.2% |
| 3M | +1.6% | -10.7% | +12.3% | +2.9% |
| 6M | +13.6% | -20.6% | +34.2% | +16.3% |
| YTD | +20.8% | -7.1% | +27.9% | +16.9% |
| 1Y | +26.4% | +62.0% | -35.6% | +8.1% |
| All | +64.1% | +174.2% | -110.0% | +17.8% |
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