+183.2%
SLV vs IBB
+133.2%
+50.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | -14.2% | +6.8% | -21.0% | -15.7% |
| 3M | -20.3% | +9.2% | -29.5% | -22.3% |
| 6M | -40.2% | +28.3% | -68.5% | -44.1% |
| YTD | -27.6% | +29.4% | -57.0% | -32.2% |
| 1Y | +0.4% | +33.2% | -32.7% | -6.6% |
| 3Y | +129.4% | +90.2% | +39.2% | +96.9% |
| 5Y | +99.8% | +44.0% | +55.8% | +79.6% |
| 10Y | +183.2% | +133.1% | +50.1% | +136.4% |
| All | +183.2% | +133.2% | +50.1% | +136.4% |
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