+329.8%
SLV vs IJH
+532.1%
-202.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | +3.3% | -3.1% | +6.4% | +4.4% |
| 3M | -3.6% | +1.9% | -5.5% | -4.1% |
| 6M | -21.8% | +11.0% | -32.8% | -24.3% |
| YTD | -7.8% | +14.7% | -22.6% | -11.5% |
| 1Y | +58.3% | +15.6% | +42.7% | +51.5% |
| 3Y | +182.6% | +52.5% | +130.0% | +145.3% |
| 5Y | +167.8% | +49.1% | +118.7% | +131.6% |
| 10Y | +218.9% | +177.7% | +41.2% | +117.0% |
| All | +329.8% | +532.1% | -202.2% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling