+167.8%
SLV vs IYR
+5.6%
+162.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | +3.3% | -2.5% | +5.8% | +4.3% |
| 3M | -3.6% | +1.5% | -5.0% | -4.4% |
| 6M | -21.8% | +3.9% | -25.7% | -23.1% |
| YTD | -7.8% | +9.5% | -17.4% | -11.2% |
| 1Y | +58.3% | +7.5% | +50.8% | +53.5% |
| 3Y | +182.6% | +30.8% | +151.8% | +152.5% |
| 5Y | +167.8% | +4.8% | +163.0% | +149.8% |
| All | +167.8% | +5.6% | +162.2% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling