+462.8%
IBM vs SLV
+363.7%
+99.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +0.3% | +6.7% | -6.4% | -0.3% |
| 3M | -21.6% | -10.7% | -10.9% | -20.9% |
| 6M | -4.7% | -20.6% | +15.9% | -3.2% |
| YTD | -19.1% | -7.1% | -11.9% | -20.3% |
| 1Y | -2.5% | +62.0% | -64.5% | -9.7% |
| 3Y | +74.2% | +169.8% | -95.7% | +51.9% |
| 5Y | +113.1% | +161.5% | -48.3% | +85.2% |
| 10Y | +133.5% | +224.4% | -90.9% | +94.8% |
| All | +462.8% | +363.7% | +99.1% | +309.8% |
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