+182.0%
SLV vs IBB
+127.7%
+54.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.7% |
| 7D | -3.9% | +1.6% | -5.5% | -4.3% |
| 30D | -15.6% | +6.7% | -22.4% | -17.2% |
| 3M | -23.6% | +6.3% | -29.9% | -24.9% |
| 6M | -42.6% | +23.9% | -66.5% | -45.8% |
| YTD | -30.0% | +26.6% | -56.5% | -34.0% |
| 1Y | -6.6% | +29.6% | -36.3% | -12.6% |
| 3Y | +121.8% | +86.1% | +35.8% | +91.5% |
| 5Y | +92.7% | +40.3% | +52.3% | +74.3% |
| All | +182.0% | +127.7% | +54.3% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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