+122.3%
SLV vs IBB
+78.6%
+43.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.9% |
| 7D | +5.1% | -1.8% | +6.9% | +5.9% |
| 30D | -12.9% | +5.1% | -18.0% | -15.1% |
| 3M | -16.1% | +10.7% | -26.8% | -20.3% |
| 6M | -33.2% | +22.9% | -56.1% | -39.7% |
| YTD | -27.2% | +26.7% | -53.9% | -34.8% |
| 1Y | +7.6% | +35.1% | -27.5% | -5.6% |
| 3Y | +122.3% | +80.2% | +42.2% | +79.5% |
| All | +122.3% | +78.6% | +43.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling