+218.5%
SLV vs IBB
+129.6%
+88.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | +1.4% | -1.8% | -0.7% |
| 30D | +6.7% | +10.5% | -3.8% | +3.9% |
| 3M | -10.7% | +23.6% | -34.3% | -15.5% |
| 6M | -20.6% | +22.6% | -43.2% | -24.7% |
| YTD | -7.1% | +25.7% | -32.8% | -12.2% |
| 1Y | +62.0% | +51.4% | +10.6% | +46.9% |
| 3Y | +169.8% | +64.4% | +105.5% | +139.4% |
| 5Y | +161.5% | +22.1% | +139.3% | +143.3% |
| All | +218.5% | +129.6% | +88.9% | +174.8% |
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