+235.3%
SLV vs IVZ
+60.3%
+174.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +2.2% | +1.8% | +0.4% | +2.0% |
| 3M | +2.9% | +15.7% | -12.8% | +1.0% |
| 6M | -22.4% | +36.3% | -58.7% | -25.2% |
| YTD | -5.7% | +24.9% | -30.7% | -8.3% |
| 1Y | +63.3% | +48.9% | +14.4% | +55.9% |
| 3Y | +189.0% | +136.8% | +52.2% | +161.1% |
| 5Y | +172.7% | +60.0% | +112.7% | +150.2% |
| 10Y | +235.3% | +63.4% | +171.9% | +196.4% |
| All | +235.3% | +60.3% | +174.9% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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