+182.0%
SLV vs IEF
+7.5%
+174.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.6% |
| 7D | -3.9% | -1.9% | -1.9% | -2.3% |
| 30D | -15.6% | +1.1% | -16.7% | -16.4% |
| 3M | -23.6% | -1.9% | -21.7% | -22.3% |
| 6M | -42.6% | -2.4% | -40.2% | -41.3% |
| YTD | -30.0% | -3.0% | -26.9% | -27.9% |
| 1Y | -6.6% | -3.1% | -3.5% | -3.9% |
| 3Y | +121.8% | +10.7% | +111.1% | +103.9% |
| 5Y | +92.7% | -8.0% | +100.6% | +102.0% |
| All | +182.0% | +7.5% | +174.5% | +147.9% |
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