+235.3%
SLV vs IYR
+65.1%
+170.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.6% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | +2.2% | -2.4% | +4.6% | +3.0% |
| 3M | +2.9% | -2.0% | +4.9% | +3.5% |
| 6M | -22.4% | +2.5% | -24.9% | -23.1% |
| YTD | -5.7% | +8.3% | -14.1% | -8.3% |
| 1Y | +63.3% | +6.5% | +56.9% | +59.8% |
| 3Y | +189.0% | +29.3% | +159.7% | +164.1% |
| 5Y | +172.7% | +5.7% | +167.0% | +162.3% |
| 10Y | +235.3% | +69.2% | +166.1% | +191.9% |
| All | +235.3% | +65.1% | +170.2% | +191.9% |
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