+182.6%
SLV vs IWF
+79.6%
+103.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | +1.5% | +1.0% | +1.7% |
| 30D | +3.3% | -1.3% | +4.5% | +4.0% |
| 3M | -3.6% | +0.1% | -3.7% | -3.5% |
| 6M | -21.8% | +10.3% | -32.1% | -25.0% |
| YTD | -7.8% | +4.2% | -12.0% | -9.5% |
| 1Y | +58.3% | +9.3% | +49.0% | +52.8% |
| 3Y | +182.6% | +79.3% | +103.2% | +147.2% |
| All | +182.6% | +79.6% | +103.0% | +147.2% |
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 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