+143.6%
IBM vs SLV
+166.7%
-23.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | +10.1% | -14.2% | +24.3% | +11.5% |
| 3M | +4.8% | -20.3% | +25.2% | +6.9% |
| 6M | +12.6% | -40.2% | +52.8% | +17.6% |
| YTD | -13.9% | -27.6% | +13.7% | -14.0% |
| 1Y | -18.7% | +0.4% | -19.1% | -22.5% |
| 3Y | +81.9% | +129.4% | -47.4% | +53.1% |
| 5Y | +148.3% | +99.8% | +48.5% | +110.5% |
| 10Y | +143.6% | +183.2% | -39.6% | +85.6% |
| All | +143.6% | +166.7% | -23.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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