+219.9%
SLV vs IJH
+184.0%
+35.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -2.8% | -1.9% | -1.0% | -2.2% |
| 30D | -1.6% | -4.6% | +3.0% | +0.1% |
| 3M | -4.4% | -1.2% | -3.3% | -4.0% |
| 6M | -25.4% | +9.4% | -34.8% | -27.3% |
| YTD | -9.8% | +13.3% | -23.1% | -12.8% |
| 1Y | +53.8% | +13.4% | +40.4% | +48.5% |
| 3Y | +174.7% | +50.4% | +124.2% | +143.0% |
| 5Y | +164.3% | +49.0% | +115.3% | +131.9% |
| All | +219.9% | +184.0% | +35.8% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling