+333.1%
SLV vs IJR
+491.8%
-158.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +6.7% | -2.4% | +9.1% | +7.5% |
| 3M | -10.7% | +3.9% | -14.6% | -11.6% |
| 6M | -20.6% | +12.4% | -33.0% | -23.0% |
| YTD | -7.1% | +21.5% | -28.6% | -11.8% |
| 1Y | +62.0% | +24.0% | +38.0% | +53.0% |
| 3Y | +169.8% | +49.7% | +120.1% | +140.4% |
| 5Y | +161.5% | +39.7% | +121.8% | +134.9% |
| 10Y | +224.4% | +169.0% | +55.4% | +136.5% |
| All | +333.1% | +491.8% | -158.7% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling