+175.9%
SLV vs IBB
+139.6%
+36.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.9% |
| 7D | +5.6% | +2.7% | +2.9% | +4.9% |
| 30D | -12.1% | +6.3% | -18.5% | -13.6% |
| 3M | -16.3% | +11.1% | -27.3% | -18.7% |
| 6M | -34.1% | +29.2% | -63.3% | -38.5% |
| YTD | -25.3% | +30.2% | -55.5% | -30.2% |
| 1Y | +9.6% | +39.5% | -29.9% | +0.8% |
| 3Y | +132.7% | +92.3% | +40.3% | +99.1% |
| 5Y | +113.7% | +43.0% | +70.7% | +92.2% |
| 10Y | +175.9% | +137.1% | +38.8% | +130.7% |
| All | +175.9% | +139.6% | +36.3% | +130.7% |
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