+167.8%
SLV vs IAG
+766.8%
-599.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | +2.5% | +4.3% | -1.7% | +0.9% |
| 30D | +3.3% | +9.8% | -6.5% | -0.4% |
| 3M | -3.6% | +28.9% | -32.5% | -12.6% |
| 6M | -21.8% | -7.6% | -14.2% | -20.4% |
| YTD | -7.8% | +22.0% | -29.8% | -12.1% |
| 1Y | +58.3% | +99.5% | -41.2% | +31.1% |
| 3Y | +182.6% | +818.3% | -635.7% | +45.5% |
| 5Y | +167.8% | +785.9% | -618.1% | +25.7% |
| All | +167.8% | +766.8% | -599.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling