+175.8%
SLV vs IBB
+126.8%
+49.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -12.1% | +4.6% | -16.7% | -13.2% |
| 3M | -24.1% | +6.8% | -30.9% | -25.5% |
| 6M | -44.4% | +23.1% | -67.5% | -47.4% |
| YTD | -31.5% | +26.0% | -57.5% | -35.4% |
| 1Y | -6.9% | +30.4% | -37.3% | -13.0% |
| 3Y | +116.0% | +85.4% | +30.6% | +86.6% |
| 5Y | +88.4% | +39.7% | +48.7% | +70.7% |
| All | +175.8% | +126.8% | +49.1% | +129.7% |
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