+182.6%
SLV vs IEF
+9.9%
+172.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +3.3% | -0.7% | +4.0% | +3.8% |
| 3M | -3.6% | -0.4% | -3.2% | -3.3% |
| 6M | -21.8% | -2.5% | -19.3% | -20.7% |
| YTD | -7.8% | -1.6% | -6.2% | -6.6% |
| 1Y | +58.3% | -1.3% | +59.6% | +60.1% |
| 3Y | +182.6% | +10.1% | +172.5% | +166.5% |
| All | +182.6% | +9.9% | +172.7% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling