+161.5%
SLV vs IJH
+45.7%
+115.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -4.9% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | -1.8% | -5.0% | +3.2% | +0.6% |
| 3M | -0.3% | +0.5% | -0.8% | -0.3% |
| 6M | -28.2% | +8.2% | -36.4% | -30.2% |
| YTD | -10.7% | +12.5% | -23.2% | -14.2% |
| 1Y | +53.7% | +14.4% | +39.3% | +46.9% |
| 3Y | +173.7% | +49.5% | +124.2% | +137.8% |
| 5Y | +161.5% | +47.8% | +113.7% | +122.0% |
| All | +161.5% | +45.7% | +115.8% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling