+10.3%
SLV vs IWF
-1.6%
+12.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.6% |
| 7D | -3.9% | -4.2% | +0.3% | +1.9% |
| 30D | -14.5% | -8.1% | -6.3% | -3.8% |
| 3M | -12.4% | -5.1% | -7.3% | -5.6% |
| 6M | -28.5% | -1.4% | -27.1% | -26.1% |
| YTD | -26.8% | -0.1% | -26.7% | -26.3% |
| 1Y | +10.3% | -1.3% | +11.6% | +13.5% |
| All | +10.3% | -1.6% | +12.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling