+99.8%
SLV vs IWD
+74.1%
+25.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | -14.2% | +3.6% | -17.8% | -16.1% |
| 3M | -20.3% | +2.7% | -23.0% | -21.7% |
| 6M | -40.2% | +13.2% | -53.4% | -44.6% |
| YTD | -27.6% | +26.8% | -54.3% | -36.8% |
| 1Y | +0.4% | +29.3% | -28.8% | -13.1% |
| 3Y | +129.4% | +85.1% | +44.2% | +65.2% |
| 5Y | +99.8% | +74.2% | +25.6% | +43.1% |
| All | +99.8% | +74.1% | +25.7% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling