+94.8%
SLV vs IEFA
+217.0%
-122.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +6.7% | +1.0% | +5.6% | +6.1% |
| 3M | -10.7% | +4.7% | -15.4% | -12.6% |
| 6M | -20.6% | +8.6% | -29.2% | -23.5% |
| YTD | -7.1% | +14.8% | -22.0% | -12.4% |
| 1Y | +62.0% | +22.6% | +39.4% | +48.3% |
| 3Y | +169.8% | +67.0% | +102.8% | +114.4% |
| 5Y | +161.5% | +52.3% | +109.2% | +113.0% |
| 10Y | +224.4% | +147.3% | +77.1% | +118.8% |
| All | +94.8% | +217.0% | -122.3% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling