+164.3%
SLV vs IDXX
-26.5%
+190.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -2.8% | -5.7% | +2.9% | -2.1% |
| 30D | -1.6% | -11.5% | +10.0% | -0.1% |
| 3M | -4.4% | -9.5% | +5.1% | -3.4% |
| 6M | -25.4% | -16.0% | -9.4% | -23.9% |
| YTD | -9.8% | -25.4% | +15.6% | -6.6% |
| 1Y | +53.8% | -21.8% | +75.6% | +58.0% |
| 3Y | +174.7% | +7.0% | +167.6% | +166.4% |
| All | +164.3% | -26.5% | +190.8% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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