+128.3%
SLV vs IWF
+68.4%
+60.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -1.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | -14.2% | -8.3% | -5.9% | -9.3% |
| 3M | -20.3% | -5.6% | -14.8% | -17.2% |
| 6M | -40.2% | -5.4% | -34.8% | -37.7% |
| YTD | -27.6% | -1.2% | -26.4% | -26.5% |
| 1Y | +0.4% | -2.7% | +3.1% | +2.6% |
| All | +128.3% | +68.4% | +60.0% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling