-40.2%
SLV vs IAG
-4.1%
-36.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.8% |
| 7D | -1.1% | +3.4% | -4.5% | -3.5% |
| 30D | -14.2% | -2.7% | -11.5% | -13.3% |
| 3M | -20.3% | -0.5% | -19.8% | -20.7% |
| 6M | -40.2% | -4.8% | -35.3% | -38.3% |
| All | -40.2% | -4.1% | -36.1% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling