+333.1%
SLV vs IAU
+549.5%
-216.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | +0.4% |
| 30D | +6.7% | +4.4% | +2.3% | +0.3% |
| 3M | -10.7% | -1.1% | -9.6% | -8.6% |
| 6M | -20.6% | -13.7% | -6.9% | 0.0% |
| YTD | -7.1% | +2.7% | -9.9% | -3.3% |
| 1Y | +62.0% | +24.6% | +37.4% | +29.5% |
| 3Y | +169.8% | +126.8% | +43.0% | -7.3% |
| 5Y | +161.5% | +139.5% | +22.0% | -15.5% |
| 10Y | +224.4% | +226.3% | -1.8% | -28.0% |
| All | +333.1% | +549.5% | -216.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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