+149.9%
IBM vs SLV
+169.5%
-19.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | +0.2% |
| 7D | -2.5% | +5.6% | -8.2% | -3.0% |
| 30D | +8.4% | -12.1% | +20.5% | +9.5% |
| 3M | +4.5% | -16.3% | +20.7% | +6.0% |
| 6M | +7.9% | -34.1% | +41.9% | +11.6% |
| YTD | -15.2% | -25.3% | +10.1% | -15.6% |
| 1Y | -17.6% | +9.6% | -27.2% | -22.2% |
| 3Y | +82.1% | +132.7% | -50.6% | +53.3% |
| 5Y | +143.3% | +113.7% | +29.7% | +105.0% |
| 10Y | +149.9% | +175.9% | -26.0% | +92.2% |
| All | +149.9% | +169.5% | -19.6% | +92.2% |
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