+43.7%
SLV vs IEFA
+203.9%
-160.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -5.8% | +2.2% | -8.1% | -7.0% |
| 30D | -12.1% | +1.1% | -13.2% | -12.6% |
| 3M | -24.1% | -4.3% | -19.9% | -22.0% |
| 6M | -44.4% | +1.4% | -45.8% | -44.4% |
| YTD | -31.5% | +10.1% | -41.6% | -33.7% |
| 1Y | -6.9% | +12.9% | -19.8% | -10.9% |
| 3Y | +116.0% | +65.8% | +50.2% | +73.6% |
| 5Y | +88.4% | +47.7% | +40.8% | +56.9% |
| 10Y | +167.9% | +146.8% | +21.2% | +83.3% |
| All | +43.7% | +203.9% | -160.2% | -16.2% |
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