+239.8%
SLV vs IP
+120.9%
+118.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | -0.7% | -5.0% | +4.2% | -0.1% |
| 30D | -15.4% | +6.5% | -21.9% | -16.1% |
| 3M | -16.3% | -18.0% | +1.7% | -14.4% |
| 6M | -28.8% | +10.3% | -39.1% | -29.8% |
| YTD | -27.1% | -9.9% | -17.3% | -26.9% |
| 1Y | +7.5% | -1.1% | +8.6% | +6.7% |
| 3Y | +121.2% | +13.0% | +108.1% | +112.5% |
| 5Y | +110.0% | -12.3% | +122.2% | +106.3% |
| 10Y | +168.8% | +26.8% | +141.9% | +144.9% |
| All | +239.8% | +120.9% | +118.9% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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