+333.1%
SLV vs IAG
+145.6%
+187.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +6.7% | +28.9% | -22.2% | -1.9% |
| 3M | -10.7% | +19.1% | -29.8% | -15.8% |
| 6M | -20.6% | -10.3% | -10.3% | -18.2% |
| YTD | -7.1% | +24.2% | -31.3% | -11.8% |
| 1Y | +62.0% | +116.5% | -54.5% | +30.0% |
| 3Y | +169.8% | +742.8% | -573.0% | +35.5% |
| 5Y | +161.5% | +753.3% | -591.9% | +19.8% |
| 10Y | +224.4% | +403.2% | -178.8% | +44.4% |
| All | +333.1% | +145.6% | +187.5% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling