+175.9%
SLV vs IRM
+480.4%
-304.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.9% |
| 7D | +5.6% | -3.8% | +9.4% | +6.3% |
| 30D | -12.1% | -3.2% | -8.9% | -11.6% |
| 3M | -16.3% | -7.8% | -8.5% | -15.0% |
| 6M | -34.1% | -12.7% | -21.4% | -32.4% |
| YTD | -25.3% | +36.7% | -62.0% | -29.6% |
| 1Y | +9.6% | +10.0% | -0.4% | +7.2% |
| 3Y | +132.7% | +107.2% | +25.4% | +100.3% |
| 5Y | +113.7% | +181.6% | -67.9% | +73.7% |
| 10Y | +175.9% | +481.1% | -305.3% | +92.8% |
| All | +175.9% | +480.4% | -304.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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