+219.5%
SLV vs IYR
+201.5%
+18.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -12.1% | +6.6% | -18.7% | -13.2% |
| 3M | -24.1% | -1.8% | -22.3% | -23.8% |
| 6M | -44.4% | +1.4% | -45.8% | -44.6% |
| YTD | -31.5% | +10.5% | -42.0% | -32.8% |
| 1Y | -6.9% | +10.6% | -17.6% | -8.7% |
| 3Y | +116.0% | +41.8% | +74.2% | +102.0% |
| 5Y | +88.4% | +6.0% | +82.4% | +84.6% |
| 10Y | +167.9% | +86.7% | +81.3% | +137.5% |
| All | +219.5% | +201.5% | +18.0% | +126.8% |
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 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