+226.7%
SLV vs IWF
+1,006.5%
-779.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -3.9% | +5.3% | -9.1% | -5.7% |
| 30D | -15.6% | -8.6% | -7.0% | -12.7% |
| 3M | -23.6% | -6.5% | -17.1% | -21.5% |
| 6M | -42.6% | -5.6% | -36.9% | -41.1% |
| YTD | -30.0% | -1.5% | -28.4% | -29.0% |
| 1Y | -6.6% | -2.8% | -3.8% | -4.9% |
| 3Y | +121.8% | +67.1% | +54.7% | +86.1% |
| 5Y | +92.7% | +57.6% | +35.0% | +62.2% |
| 10Y | +174.0% | +390.4% | -216.4% | +49.3% |
| All | +226.7% | +1,006.5% | -779.8% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling