+183.2%
SLV vs IWF
+392.3%
-209.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | -14.2% | -8.3% | -5.9% | -11.3% |
| 3M | -20.3% | -5.6% | -14.8% | -18.5% |
| 6M | -40.2% | -5.4% | -34.8% | -38.7% |
| YTD | -27.6% | -1.2% | -26.4% | -26.7% |
| 1Y | +0.4% | -2.7% | +3.1% | +2.1% |
| 3Y | +129.4% | +67.8% | +61.6% | +97.4% |
| 5Y | +99.8% | +60.1% | +39.7% | +71.4% |
| 10Y | +183.2% | +392.2% | -208.9% | +84.9% |
| All | +183.2% | +392.3% | -209.0% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling