+183.2%
SLV vs IAG
+370.6%
-187.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.2% |
| 7D | -1.1% | +3.4% | -4.5% | -2.3% |
| 30D | -14.2% | -2.7% | -11.5% | -13.6% |
| 3M | -20.3% | -0.5% | -19.8% | -20.3% |
| 6M | -40.2% | -4.8% | -35.3% | -39.5% |
| YTD | -27.6% | +9.6% | -37.2% | -28.2% |
| 1Y | +0.4% | +32.2% | -31.8% | -5.3% |
| 3Y | +129.4% | +692.5% | -563.2% | +28.6% |
| 5Y | +99.8% | +447.6% | -347.8% | +14.0% |
| 10Y | +183.2% | +403.3% | -220.1% | +51.7% |
| All | +183.2% | +370.6% | -187.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling