+172.7%
SLV vs IEFA
+51.0%
+121.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +3.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.2% |
| 30D | +2.2% | -1.1% | +3.3% | +3.3% |
| 3M | +2.9% | +5.1% | -2.2% | -1.0% |
| 6M | -22.4% | +9.3% | -31.7% | -27.1% |
| YTD | -5.7% | +13.0% | -18.7% | -12.4% |
| 1Y | +63.3% | +19.2% | +44.1% | +46.7% |
| 3Y | +189.0% | +67.0% | +122.0% | +110.3% |
| 5Y | +172.7% | +51.1% | +121.5% | +94.9% |
| All | +172.7% | +51.0% | +121.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling