+235.3%
SLV vs IAG
+401.0%
-165.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.1% | +1.6% |
| 7D | +2.8% | +1.7% | +1.1% | +2.3% |
| 30D | +2.2% | +11.4% | -9.2% | -1.3% |
| 3M | +2.9% | +33.0% | -30.1% | -6.2% |
| 6M | -22.4% | -6.0% | -16.4% | -21.4% |
| YTD | -5.7% | +24.6% | -30.3% | -10.1% |
| 1Y | +63.3% | +105.0% | -41.7% | +36.3% |
| 3Y | +189.0% | +837.9% | -648.9% | +54.8% |
| 5Y | +172.7% | +817.0% | -644.3% | +36.7% |
| 10Y | +235.3% | +425.3% | -190.0% | +75.1% |
| All | +235.3% | +401.0% | -165.7% | +75.1% |
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