+333.1%
SLV vs IVZ
+209.1%
+124.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | +6.7% | +4.0% | +2.7% | +6.2% |
| 3M | -10.7% | +18.2% | -28.9% | -12.4% |
| 6M | -20.6% | +32.8% | -53.4% | -23.1% |
| YTD | -7.1% | +28.7% | -35.9% | -9.9% |
| 1Y | +62.0% | +55.4% | +6.6% | +54.0% |
| 3Y | +169.8% | +135.2% | +34.6% | +142.9% |
| 5Y | +161.5% | +64.2% | +97.3% | +140.6% |
| 10Y | +224.4% | +64.6% | +159.8% | +188.7% |
| All | +333.1% | +209.1% | +124.0% | +184.2% |
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