+175.9%
SLV vs IWD
+212.1%
-36.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.9% |
| 7D | +5.6% | +1.3% | +4.4% | +5.1% |
| 30D | -12.1% | +3.6% | -15.7% | -13.4% |
| 3M | -16.3% | +2.3% | -18.6% | -17.0% |
| 6M | -34.1% | +13.0% | -47.1% | -37.1% |
| YTD | -25.3% | +26.2% | -51.5% | -31.3% |
| 1Y | +9.6% | +30.5% | -20.9% | -0.4% |
| 3Y | +132.7% | +86.2% | +46.5% | +87.3% |
| 5Y | +113.7% | +72.9% | +40.8% | +74.7% |
| 10Y | +175.9% | +205.0% | -29.2% | +88.3% |
| All | +175.9% | +212.1% | -36.2% | +88.3% |
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