+235.3%
SLV vs IRM
+418.7%
-183.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.8% | +3.0% | -0.2% | +2.2% |
| 30D | +2.2% | -5.2% | +7.4% | +3.2% |
| 3M | +2.9% | -8.0% | +10.9% | +4.5% |
| 6M | -22.4% | +9.2% | -31.6% | -23.7% |
| YTD | -5.7% | +41.0% | -46.7% | -11.7% |
| 1Y | +63.3% | +23.3% | +40.1% | +56.4% |
| 3Y | +189.0% | +102.8% | +86.2% | +149.2% |
| 5Y | +172.7% | +192.8% | -20.1% | +119.5% |
| 10Y | +235.3% | +439.6% | -204.4% | +146.2% |
| All | +235.3% | +418.7% | -183.4% | +146.2% |
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