+333.1%
SLV vs IYR
+199.0%
+134.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +6.7% | -2.9% | +9.5% | +7.3% |
| 3M | -10.7% | +0.8% | -11.5% | -10.9% |
| 6M | -20.6% | +1.9% | -22.4% | -20.9% |
| YTD | -7.1% | +9.6% | -16.8% | -8.8% |
| 1Y | +62.0% | +8.1% | +53.9% | +59.5% |
| 3Y | +169.8% | +29.2% | +140.6% | +156.4% |
| 5Y | +161.5% | +4.3% | +157.2% | +156.9% |
| 10Y | +224.4% | +64.7% | +159.7% | +192.8% |
| All | +333.1% | +199.0% | +134.1% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling