+7.0%
SLV vs IRE
-97.2%
+104.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +39.6% | -39.7% | -3.1% |
| 7D | +5.1% | -27.2% | +32.3% | +5.9% |
| 30D | -12.9% | -75.1% | +62.2% | -5.2% |
| 3M | -16.1% | -77.9% | +61.8% | -8.9% |
| 6M | -33.2% | -94.6% | +61.4% | -22.4% |
| YTD | -27.2% | -91.5% | +64.3% | -18.4% |
| 1Y | +7.6% | -97.8% | +105.5% | +20.8% |
| All | +7.0% | -97.2% | +104.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling