+175.8%
SLV vs IWD
+203.0%
-27.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -5.8% | +2.3% | -8.1% | -6.7% |
| 30D | -12.1% | +3.6% | -15.7% | -13.4% |
| 3M | -24.1% | +2.2% | -26.3% | -24.7% |
| 6M | -44.4% | +13.0% | -57.3% | -46.9% |
| YTD | -31.5% | +26.5% | -58.0% | -37.1% |
| 1Y | -6.9% | +30.1% | -37.1% | -15.4% |
| 3Y | +116.0% | +84.9% | +31.1% | +74.3% |
| 5Y | +88.4% | +73.4% | +15.1% | +53.9% |
| All | +175.8% | +203.0% | -27.2% | +99.7% |
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