+116.0%
SLV vs IEF
+10.9%
+105.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -5.8% | -2.0% | -3.9% | -4.3% |
| 30D | -12.1% | +0.7% | -12.8% | -12.6% |
| 3M | -24.1% | -2.5% | -21.6% | -22.6% |
| 6M | -44.4% | -2.6% | -41.8% | -43.2% |
| YTD | -31.5% | -3.2% | -28.3% | -29.6% |
| 1Y | -6.9% | -3.0% | -3.9% | -4.5% |
| 3Y | +116.0% | +10.5% | +105.5% | +98.7% |
| All | +116.0% | +10.9% | +105.1% | +98.7% |
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