+237.7%
SLV vs IVZ
+167.6%
+70.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | -14.2% | -2.2% | -12.0% | -13.9% |
| 3M | -20.3% | -8.1% | -12.2% | -19.5% |
| 6M | -40.2% | +3.8% | -44.0% | -40.4% |
| YTD | -27.6% | +11.5% | -39.0% | -28.5% |
| 1Y | +0.4% | +23.7% | -23.3% | -2.0% |
| 3Y | +129.4% | +145.8% | -16.4% | +106.1% |
| 5Y | +99.8% | +36.1% | +63.7% | +88.0% |
| 10Y | +183.2% | +42.4% | +140.8% | +156.5% |
| All | +237.7% | +167.6% | +70.1% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling