+62.0%
SLV vs IWD
+30.5%
+31.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | 0.0% |
| 7D | -0.3% | -0.3% | -0.1% | +0.2% |
| 30D | +6.7% | +0.6% | +6.1% | +5.5% |
| 3M | -10.7% | +7.2% | -17.9% | -21.6% |
| 6M | -20.6% | +16.2% | -36.8% | -39.4% |
| YTD | -7.1% | +23.3% | -30.5% | -31.9% |
| 1Y | +62.0% | +29.6% | +32.4% | +18.5% |
| All | +62.0% | +30.5% | +31.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling