+82.2%
IBM vs SLV
+118.7%
-36.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +1.6% | -5.8% | +7.4% | +1.9% |
| 30D | +9.2% | -12.1% | +21.3% | +9.9% |
| 3M | +4.9% | -24.1% | +29.1% | +6.3% |
| 6M | +16.8% | -44.4% | +61.2% | +20.1% |
| YTD | -14.3% | -31.5% | +17.2% | -15.4% |
| 1Y | -16.7% | -6.9% | -9.8% | -21.1% |
| 3Y | +82.2% | +116.0% | -33.8% | +49.5% |
| All | +82.2% | +118.7% | -36.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling