+219.5%
SLV vs IJR
+474.6%
-255.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +2.2% | -8.0% | -6.4% |
| 30D | -12.1% | +3.8% | -16.0% | -13.1% |
| 3M | -24.1% | -5.7% | -18.4% | -22.8% |
| 6M | -44.4% | +4.6% | -49.0% | -45.0% |
| YTD | -31.5% | +18.0% | -49.5% | -34.3% |
| 1Y | -6.9% | +21.8% | -28.7% | -11.5% |
| 3Y | +116.0% | +61.1% | +54.9% | +89.2% |
| 5Y | +88.4% | +27.3% | +61.1% | +73.8% |
| 10Y | +167.9% | +154.1% | +13.8% | +98.8% |
| All | +219.5% | +474.6% | -255.1% | +64.2% |
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