+236.5%
SLV vs IYR
+203.7%
+32.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.4% |
| 7D | +3.7% | +2.1% | +1.6% | +3.3% |
| 30D | -15.2% | +7.2% | -22.3% | -16.3% |
| 3M | -21.8% | +0.4% | -22.1% | -21.8% |
| 6M | -36.3% | +1.4% | -37.8% | -36.6% |
| YTD | -27.8% | +11.3% | -39.2% | -29.3% |
| 1Y | +1.5% | +10.5% | -9.0% | -0.4% |
| 3Y | +128.5% | +41.7% | +86.8% | +113.7% |
| 5Y | +103.2% | +7.1% | +96.1% | +98.7% |
| 10Y | +164.7% | +89.1% | +75.6% | +134.1% |
| All | +236.5% | +203.7% | +32.8% | +138.5% |
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