+219.9%
SLV vs IJR
+172.1%
+47.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -2.8% | -2.2% | -0.7% | -2.2% |
| 30D | -1.6% | -4.6% | +3.0% | -0.2% |
| 3M | -4.4% | +0.2% | -4.7% | -4.5% |
| 6M | -25.4% | +14.7% | -40.1% | -28.0% |
| YTD | -9.8% | +18.9% | -28.6% | -13.6% |
| 1Y | +53.8% | +19.9% | +33.9% | +46.9% |
| 3Y | +174.7% | +53.0% | +121.6% | +145.4% |
| 5Y | +164.3% | +40.9% | +123.4% | +138.3% |
| All | +219.9% | +172.1% | +47.8% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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