+408.2%
IWM vs SLV
+363.7%
+44.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -1.3% | +6.7% | -7.9% | -2.4% |
| 3M | +1.6% | -10.7% | +12.3% | +3.2% |
| 6M | +13.6% | -20.6% | +34.2% | +17.0% |
| YTD | +20.8% | -7.1% | +27.9% | +18.6% |
| 1Y | +26.4% | +62.0% | -35.6% | +12.1% |
| 3Y | +60.7% | +169.8% | -109.1% | +29.2% |
| 5Y | +38.2% | +161.5% | -123.3% | +10.6% |
| 10Y | +169.5% | +224.4% | -54.9% | +102.7% |
| All | +408.2% | +363.7% | +44.5% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling