+216.5%
SLV vs IWF
+418.7%
-202.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -5.0% | -1.7% | -3.3% | -4.4% |
| 30D | -1.8% | -1.8% | +0.1% | -1.1% |
| 3M | -0.3% | +1.5% | -1.7% | -0.6% |
| 6M | -28.2% | +7.7% | -35.9% | -29.6% |
| YTD | -10.7% | +2.7% | -13.5% | -11.1% |
| 1Y | +53.7% | +6.8% | +46.9% | +51.3% |
| 3Y | +173.7% | +76.9% | +96.8% | +130.6% |
| 5Y | +161.5% | +73.4% | +88.1% | +117.9% |
| All | +216.5% | +418.7% | -202.2% | +104.2% |
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