+175.8%
SLV vs IYR
+87.3%
+88.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | -12.1% | +6.6% | -18.7% | -14.0% |
| 3M | -24.1% | -1.8% | -22.3% | -23.6% |
| 6M | -44.4% | +1.4% | -45.8% | -44.7% |
| YTD | -31.5% | +10.5% | -42.0% | -33.8% |
| 1Y | -6.9% | +10.6% | -17.6% | -10.1% |
| 3Y | +116.0% | +41.8% | +74.2% | +91.8% |
| 5Y | +88.4% | +6.0% | +82.4% | +80.9% |
| All | +175.8% | +87.3% | +88.5% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling