+333.1%
SLV vs IWD
+445.9%
-112.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.2% |
| 30D | +6.7% | +0.6% | +6.1% | +6.5% |
| 3M | -10.7% | +7.2% | -17.9% | -12.8% |
| 6M | -20.6% | +16.2% | -36.8% | -24.6% |
| YTD | -7.1% | +23.3% | -30.5% | -13.4% |
| 1Y | +62.0% | +29.6% | +32.4% | +48.6% |
| 3Y | +169.8% | +70.5% | +99.4% | +125.4% |
| 5Y | +161.5% | +73.5% | +88.0% | +116.1% |
| 10Y | +224.4% | +198.3% | +26.1% | +120.4% |
| All | +333.1% | +445.9% | -112.8% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling