+131.6%
IBM vs SLV
+216.1%
-84.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.3% | +2.5% | -2.2% | +0.1% |
| 30D | -1.5% | +3.3% | -4.7% | -1.8% |
| 3M | -16.8% | -3.6% | -13.2% | -16.6% |
| 6M | -9.0% | -21.8% | +12.8% | -7.3% |
| YTD | -20.1% | -7.8% | -12.2% | -21.8% |
| 1Y | -7.0% | +58.3% | -65.3% | -15.8% |
| 3Y | +72.4% | +182.6% | -110.2% | +42.8% |
| 5Y | +112.0% | +167.8% | -55.8% | +74.9% |
| 10Y | +131.6% | +218.9% | -87.3% | +76.7% |
| All | +131.6% | +216.1% | -84.6% | +76.7% |
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