+371.1%
IWM vs SLV
+263.3%
+107.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.8% |
| 30D | -1.5% | -12.9% | +11.5% | +0.7% |
| 3M | -8.0% | -16.1% | +8.1% | -5.6% |
| 6M | -4.1% | -33.2% | +29.1% | +1.7% |
| YTD | +11.9% | -27.2% | +39.2% | +14.1% |
| 1Y | +15.0% | +7.6% | +7.4% | +9.2% |
| 3Y | +64.2% | +122.3% | -58.1% | +36.1% |
| 5Y | +20.4% | +109.7% | -89.3% | -0.3% |
| 10Y | +168.0% | +168.4% | -0.5% | +107.6% |
| All | +371.1% | +263.3% | +107.8% | +197.8% |
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 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