+103.2%
SLV vs IAG
+495.5%
-392.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.7% | +3.2% | -0.9% |
| 7D | +3.7% | +16.8% | -13.2% | -2.6% |
| 30D | -15.2% | -1.5% | -13.7% | -14.9% |
| 3M | -21.8% | +0.5% | -22.3% | -22.1% |
| 6M | -36.3% | -1.0% | -35.4% | -36.5% |
| YTD | -27.8% | +12.3% | -40.2% | -29.2% |
| 1Y | +1.5% | +39.2% | -37.7% | -6.3% |
| 3Y | +128.5% | +712.3% | -583.8% | +22.6% |
| 5Y | +103.2% | +484.2% | -381.0% | +4.9% |
| All | +103.2% | +495.5% | -392.3% | +4.9% |
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