+329.8%
SLV vs IFF
+274.5%
+55.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +3.3% | -0.3% | +3.6% | +3.3% |
| 3M | -3.6% | +18.6% | -22.1% | -7.1% |
| 6M | -21.8% | +17.4% | -39.2% | -24.6% |
| YTD | -7.8% | +28.5% | -36.3% | -12.8% |
| 1Y | +58.3% | +32.5% | +25.8% | +48.6% |
| 3Y | +182.6% | +34.1% | +148.5% | +162.2% |
| 5Y | +167.8% | -35.2% | +203.0% | +179.7% |
| 10Y | +218.9% | -21.1% | +239.9% | +207.7% |
| All | +329.8% | +274.5% | +55.4% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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