+171.1%
SLV vs IWD
+207.5%
-36.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | -12.9% | +2.7% | -15.6% | -13.8% |
| 3M | -16.1% | +0.9% | -17.0% | -16.3% |
| 6M | -33.2% | +10.5% | -43.7% | -35.7% |
| YTD | -27.2% | +23.7% | -50.9% | -32.6% |
| 1Y | +7.6% | +28.7% | -21.1% | -1.6% |
| 3Y | +122.3% | +79.7% | +42.6% | +81.4% |
| 5Y | +109.7% | +69.7% | +40.0% | +72.9% |
| All | +171.1% | +207.5% | -36.4% | +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