+10.3%
SLV vs IYR
+12.4%
-2.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.0% | +3.1% |
| 7D | -3.9% | +6.9% | -10.8% | -7.8% |
| 30D | -14.5% | +10.2% | -24.7% | -19.7% |
| 3M | -12.4% | -0.3% | -12.1% | -12.3% |
| 6M | -28.5% | +3.6% | -32.1% | -30.9% |
| YTD | -26.8% | +12.5% | -39.3% | -35.3% |
| 1Y | +10.3% | +12.4% | -2.1% | -2.0% |
| All | +10.3% | +12.4% | -2.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling