+333.1%
SLV vs IRM
+1,138.1%
-805.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -0.3% | -0.5% | +0.1% | -0.3% |
| 30D | +6.7% | -8.1% | +14.8% | +8.2% |
| 3M | -10.7% | -9.7% | -1.0% | -9.2% |
| 6M | -20.6% | +10.0% | -30.6% | -21.9% |
| YTD | -7.1% | +43.0% | -50.1% | -12.7% |
| 1Y | +62.0% | +32.7% | +29.3% | +53.8% |
| 3Y | +169.8% | +102.7% | +67.1% | +136.5% |
| 5Y | +161.5% | +187.6% | -26.1% | +115.1% |
| 10Y | +224.4% | +420.1% | -195.7% | +137.2% |
| All | +333.1% | +1,138.1% | -805.0% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling