+164.7%
SLV vs IWD
+203.8%
-39.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | +3.7% | +1.6% | +2.1% | +3.0% |
| 30D | -15.2% | +3.6% | -18.7% | -16.3% |
| 3M | -21.8% | +2.0% | -23.8% | -22.4% |
| 6M | -36.3% | +13.1% | -49.4% | -39.3% |
| YTD | -27.8% | +26.2% | -54.0% | -33.7% |
| 1Y | +1.5% | +29.6% | -28.1% | -7.6% |
| 3Y | +128.5% | +84.3% | +44.2% | +84.6% |
| 5Y | +103.2% | +73.4% | +29.8% | +66.1% |
| 10Y | +164.7% | +202.4% | -37.8% | +83.8% |
| All | +164.7% | +203.8% | -39.1% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling