+487.0%
IBM vs SLV
+263.3%
+223.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | +5.1% | -10.1% | -5.4% |
| 30D | +11.1% | -12.9% | +24.0% | +12.4% |
| 3M | +5.7% | -16.1% | +21.8% | +7.2% |
| 6M | +10.1% | -33.2% | +43.3% | +13.7% |
| YTD | -15.6% | -27.2% | +11.6% | -15.1% |
| 1Y | -19.5% | +7.6% | -27.2% | -22.5% |
| 3Y | +80.4% | +122.3% | -41.9% | +59.9% |
| 5Y | +140.0% | +109.7% | +30.3% | +112.4% |
| 10Y | +155.0% | +168.4% | -13.5% | +116.2% |
| All | +487.0% | +263.3% | +223.7% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling