+122.3%
SLV vs IWD
+78.7%
+43.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +5.1% | -0.5% | +5.6% | +5.5% |
| 30D | -12.9% | +2.7% | -15.6% | -14.9% |
| 3M | -16.1% | +0.9% | -17.0% | -16.7% |
| 6M | -33.2% | +10.5% | -43.7% | -38.5% |
| YTD | -27.2% | +23.7% | -50.9% | -37.6% |
| 1Y | +7.6% | +28.7% | -21.1% | -9.5% |
| 3Y | +122.3% | +79.7% | +42.6% | +39.6% |
| All | +122.3% | +78.7% | +43.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling