+333.1%
SLV vs IEF
+95.6%
+237.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +6.7% | -0.8% | +7.5% | +7.0% |
| 3M | -10.7% | -1.0% | -9.7% | -10.4% |
| 6M | -20.6% | -2.8% | -17.8% | -19.7% |
| YTD | -7.1% | -1.5% | -5.6% | -6.5% |
| 1Y | +62.0% | -0.4% | +62.4% | +62.5% |
| 3Y | +169.8% | +9.7% | +160.2% | +161.9% |
| 5Y | +161.5% | -8.3% | +169.8% | +161.6% |
| 10Y | +224.4% | +4.6% | +219.8% | +219.0% |
| All | +333.1% | +95.6% | +237.5% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling