+216.5%
SLV vs IEF
+4.0%
+212.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.6% |
| 7D | -5.0% | -1.2% | -3.8% | -4.1% |
| 30D | -1.8% | -1.5% | -0.3% | -0.5% |
| 3M | -0.3% | -1.7% | +1.4% | +1.2% |
| 6M | -28.2% | -3.5% | -24.7% | -25.9% |
| YTD | -10.7% | -2.6% | -8.1% | -8.5% |
| 1Y | +53.7% | -2.4% | +56.1% | +57.2% |
| 3Y | +173.7% | +8.9% | +164.8% | +154.8% |
| 5Y | +161.5% | -9.2% | +170.7% | +177.3% |
| All | +216.5% | +4.0% | +212.5% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling